+4,675.6%
COP vs M
+401.4%
+4,274.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.6% | +5.2% | +1.5% |
| 7D | -11.5% | -4.3% | -7.3% | -10.9% |
| 30D | +5.0% | +1.3% | +3.7% | +4.3% |
| 3M | +17.5% | -7.4% | +24.9% | +18.5% |
| 6M | +16.2% | +18.3% | -2.1% | +10.4% |
| YTD | +48.8% | +7.6% | +41.2% | +43.1% |
| 1Y | +64.1% | +17.4% | +46.7% | +54.5% |
| 3Y | +25.7% | +108.4% | -82.7% | -1.2% |
| 5Y | +114.4% | -10.6% | +125.0% | +90.9% |
| 10Y | +331.7% | -3.2% | +334.8% | +218.4% |
| All | +4,675.6% | +401.4% | +4,274.1% | +2,434.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling