+2,748.7%
COP vs IT
+6,259.0%
-3,510.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | -8.4% | -18.8% | +10.4% | -5.2% |
| 30D | +0.3% | -0.1% | +0.3% | -0.1% |
| 3M | +15.1% | +2.9% | +12.2% | +13.6% |
| 6M | +19.8% | +20.4% | -0.6% | +13.5% |
| YTD | +46.8% | -24.3% | +71.1% | +49.6% |
| 1Y | +59.7% | -17.2% | +76.9% | +60.0% |
| 3Y | +28.7% | -52.4% | +81.1% | +40.0% |
| 5Y | +110.7% | -43.7% | +154.4% | +118.9% |
| 10Y | +298.3% | +90.3% | +208.0% | +231.2% |
| All | +2,748.7% | +6,259.0% | -3,510.3% | +1,504.8% |
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