+340.2%
COP vs P
+694.3%
-354.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.0% | +5.1% | +1.8% |
| 7D | -0.5% | +5.0% | -5.5% | -1.4% |
| 30D | +11.7% | -0.9% | +12.7% | +11.4% |
| 3M | +17.7% | +38.7% | -21.0% | +10.0% |
| 6M | +18.3% | +54.4% | -36.1% | +7.2% |
| YTD | +49.1% | +44.8% | +4.2% | +35.4% |
| 1Y | +53.3% | +22.5% | +30.8% | +40.8% |
| 3Y | +22.2% | +148.2% | -126.1% | -11.0% |
| 5Y | +193.3% | +268.9% | -75.6% | +83.1% |
| 10Y | +340.2% | +696.9% | -356.6% | +124.5% |
| All | +340.2% | +694.3% | -354.0% | +124.5% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling