+193.3%
COP vs IT
-45.7%
+239.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.3% |
| 7D | -0.5% | -9.1% | +8.6% | +0.5% |
| 30D | +11.7% | -12.2% | +23.9% | +13.2% |
| 3M | +17.7% | +7.8% | +9.9% | +15.7% |
| 6M | +18.3% | +2.0% | +16.3% | +16.7% |
| YTD | +49.1% | -32.7% | +81.8% | +55.1% |
| 1Y | +53.3% | -31.1% | +84.4% | +58.3% |
| 3Y | +22.2% | -52.1% | +74.2% | +32.7% |
| 5Y | +193.3% | -46.3% | +239.6% | +209.0% |
| All | +193.3% | -45.7% | +239.0% | +209.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling