+298.3%
COP vs M
+3.7%
+294.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +8.1% | -9.4% | -3.1% |
| 7D | -8.4% | +2.5% | -11.0% | -9.2% |
| 30D | +0.3% | +10.1% | -9.8% | -2.3% |
| 3M | +15.1% | -0.9% | +16.0% | +14.4% |
| 6M | +19.8% | +30.2% | -10.4% | +10.9% |
| YTD | +46.8% | +16.3% | +30.5% | +38.4% |
| 1Y | +59.7% | +27.0% | +32.8% | +47.1% |
| 3Y | +28.7% | +154.5% | -125.8% | -6.4% |
| 5Y | +110.7% | -1.1% | +111.8% | +81.6% |
| 10Y | +298.3% | +0.5% | +297.8% | +132.6% |
| All | +298.3% | +3.7% | +294.6% | +132.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling