+110.7%
COP vs IT
-42.9%
+153.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | -8.4% | -18.8% | +10.4% | -6.4% |
| 30D | +0.3% | -0.1% | +0.3% | 0.0% |
| 3M | +15.1% | +2.9% | +12.2% | +14.1% |
| 6M | +19.8% | +20.4% | -0.6% | +15.6% |
| YTD | +46.8% | -24.3% | +71.1% | +50.3% |
| 1Y | +59.7% | -17.2% | +76.9% | +61.0% |
| 3Y | +28.7% | -52.4% | +81.1% | +41.3% |
| 5Y | +110.7% | -43.7% | +154.4% | +125.2% |
| All | +110.7% | -42.9% | +153.6% | +125.2% |
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