+193.6%
COP vs MKTX
-60.6%
+254.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +1.0% | -0.2% | +1.1% | +1.0% |
| 30D | +9.6% | +0.8% | +8.7% | +9.5% |
| 3M | +15.0% | +41.1% | -26.1% | +11.9% |
| 6M | +21.8% | -9.5% | +31.3% | +22.2% |
| YTD | +49.6% | -8.7% | +58.3% | +50.1% |
| 1Y | +49.9% | -10.0% | +59.8% | +50.4% |
| 3Y | +22.6% | -24.6% | +47.2% | +23.1% |
| 5Y | +193.6% | -60.3% | +253.9% | +187.2% |
| All | +193.6% | -60.6% | +254.2% | +187.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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