+20.0%
COP vs LIN
+27.3%
-7.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.8% |
| 7D | +3.0% | -2.1% | +5.1% | +3.7% |
| 30D | +17.5% | -2.4% | +19.9% | +18.3% |
| 3M | +13.4% | -5.6% | +18.9% | +15.0% |
| 6M | +17.7% | -3.4% | +21.1% | +18.2% |
| YTD | +46.6% | +13.1% | +33.5% | +38.3% |
| 1Y | +44.6% | +2.5% | +42.1% | +41.9% |
| All | +20.0% | +27.3% | -7.2% | +11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling