+990.9%
COP vs ITOT
+896.7%
+94.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -0.7% |
| 7D | +3.0% | +0.1% | +2.9% | +2.8% |
| 30D | +17.5% | 0.0% | +17.5% | +17.3% |
| 3M | +13.4% | +2.0% | +11.4% | +9.9% |
| 6M | +17.7% | +13.0% | +4.7% | +0.6% |
| YTD | +46.6% | +14.0% | +32.6% | +23.9% |
| 1Y | +44.6% | +19.9% | +24.7% | +15.1% |
| 3Y | +20.7% | +75.8% | -55.1% | -38.8% |
| 5Y | +185.0% | +73.8% | +111.2% | +42.0% |
| 10Y | +347.0% | +295.9% | +51.1% | -10.2% |
| All | +990.9% | +896.7% | +94.2% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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