+318.0%
COP vs P
+652.6%
-334.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.7% | +1.0% |
| 7D | -6.1% | -13.3% | +7.2% | -4.2% |
| 30D | +1.1% | -34.0% | +35.1% | +7.2% |
| 3M | +10.9% | +4.1% | +6.9% | +8.3% |
| 6M | +20.8% | +30.5% | -9.7% | +11.7% |
| YTD | +48.0% | +52.2% | -4.1% | +31.5% |
| 1Y | +58.5% | +10.3% | +48.2% | +47.4% |
| 3Y | +28.1% | +180.9% | -152.7% | -10.4% |
| 5Y | +120.5% | +259.7% | -139.3% | +37.2% |
| All | +318.0% | +652.6% | -334.6% | +102.0% |
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