+717.0%
COP vs MKTX
+1,445.7%
-728.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -0.8% | +0.4% | -1.3% | -0.9% |
| 30D | +15.6% | +1.0% | +14.6% | +15.4% |
| 3M | +14.3% | +41.3% | -26.9% | +6.2% |
| 6M | +17.0% | -11.3% | +28.3% | +18.5% |
| YTD | +47.4% | -8.6% | +56.0% | +48.4% |
| 1Y | +52.4% | -11.1% | +63.5% | +53.9% |
| 3Y | +20.8% | -24.5% | +45.3% | +22.6% |
| 5Y | +191.7% | -61.4% | +253.1% | +230.5% |
| 10Y | +325.1% | +6.8% | +318.2% | +269.3% |
| All | +717.0% | +1,445.7% | -728.6% | +227.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling