+2,744.2%
COP vs IT
+6,105.9%
-3,361.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.6% | +3.5% | -0.3% |
| 7D | +3.0% | -6.0% | +9.0% | +4.0% |
| 30D | +17.5% | 0.0% | +17.5% | +17.2% |
| 3M | +13.4% | +13.1% | +0.3% | +9.6% |
| 6M | +17.7% | +11.7% | +6.0% | +13.5% |
| YTD | +46.6% | -26.1% | +72.7% | +51.0% |
| 1Y | +44.6% | -21.3% | +65.9% | +46.5% |
| 3Y | +20.7% | -46.7% | +67.4% | +29.0% |
| 5Y | +185.0% | -40.5% | +225.6% | +194.5% |
| 10Y | +347.0% | +103.9% | +243.1% | +270.3% |
| All | +2,744.2% | +6,105.9% | -3,361.7% | +1,519.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling