+20.8%
COP vs IT
-51.4%
+72.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.4% | +8.0% | +1.1% |
| 7D | -0.8% | -9.1% | +8.3% | -0.2% |
| 30D | +15.6% | -7.0% | +22.6% | +16.0% |
| 3M | +14.3% | +7.6% | +6.7% | +13.1% |
| 6M | +17.0% | +2.1% | +14.9% | +15.8% |
| YTD | +47.4% | -31.6% | +79.0% | +50.7% |
| 1Y | +52.4% | -29.9% | +82.3% | +55.0% |
| 3Y | +20.8% | -51.3% | +72.1% | +35.0% |
| All | +20.8% | -51.4% | +72.2% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling