+4,605.1%
COP vs M
+396.5%
+4,208.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -1.6% |
| 7D | +3.0% | +4.7% | -1.7% | +2.0% |
| 30D | +17.5% | -9.6% | +27.1% | +19.8% |
| 3M | +13.4% | +0.9% | +12.5% | +12.3% |
| 6M | +17.7% | +22.3% | -4.5% | +11.3% |
| YTD | +46.6% | +6.5% | +40.1% | +42.1% |
| 1Y | +44.6% | +38.8% | +5.8% | +31.9% |
| 3Y | +20.7% | +115.9% | -95.2% | -5.5% |
| 5Y | +185.0% | +28.6% | +156.4% | +133.2% |
| 10Y | +347.0% | -2.5% | +349.5% | +230.9% |
| All | +4,605.1% | +396.5% | +4,208.6% | +2,416.9% |
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