+129.7%
COP vs M
-4.1%
+133.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +1.8% |
| 7D | +3.4% | +0.6% | +2.8% | +3.3% |
| 30D | -0.6% | +7.0% | -7.6% | -1.6% |
| 3M | +10.8% | +3.1% | +7.6% | +9.9% |
| 6M | +19.6% | +33.5% | -13.9% | +14.0% |
| YTD | +52.9% | +13.4% | +39.5% | +48.5% |
| 1Y | +62.2% | +22.4% | +39.8% | +55.5% |
| 3Y | +32.4% | +150.9% | -118.5% | +8.3% |
| 5Y | +129.7% | -3.0% | +132.8% | +110.7% |
| All | +129.7% | -4.1% | +133.8% | +110.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling