+113.1%
COP vs LIN
+68.3%
+44.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.8% |
| 7D | -9.7% | +3.6% | -13.3% | -10.9% |
| 30D | +4.7% | +6.4% | -1.7% | +2.3% |
| 3M | +18.5% | +6.5% | +12.0% | +15.6% |
| 6M | +11.4% | +4.9% | +6.5% | +8.8% |
| YTD | +47.9% | +23.4% | +24.5% | +34.8% |
| 1Y | +59.3% | +26.3% | +33.0% | +43.7% |
| 3Y | +23.6% | +38.0% | -14.4% | +6.7% |
| 5Y | +113.1% | +68.0% | +45.1% | +66.6% |
| All | +113.1% | +68.3% | +44.8% | +66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling