+64.1%
COP vs LIN
+24.8%
+39.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.6% |
| 7D | +4.4% | +2.1% | +2.3% | +4.3% |
| 30D | 0.0% | +6.8% | -6.8% | -0.5% |
| 3M | +15.0% | +10.4% | +4.7% | +14.2% |
| 6M | +22.0% | +3.2% | +18.8% | +21.8% |
| YTD | +55.3% | +24.6% | +30.8% | +49.8% |
| 1Y | +64.1% | +24.4% | +39.7% | +58.8% |
| All | +64.1% | +24.8% | +39.3% | +58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 1y: compounded portfolio wealth divided by compounded LIN 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…
1y analysis · Full analysis span regression · 6 months rolling