+298.3%
COP vs P
+748.5%
-450.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.3% | -7.6% | -2.3% |
| 7D | -8.4% | -9.6% | +1.2% | -7.2% |
| 30D | +0.3% | -33.4% | +33.7% | +6.2% |
| 3M | +15.1% | +14.2% | +0.9% | +10.6% |
| 6M | +19.8% | +31.6% | -11.8% | +10.7% |
| YTD | +46.8% | +53.5% | -6.7% | +30.4% |
| 1Y | +59.7% | +14.2% | +45.6% | +47.6% |
| 3Y | +28.7% | +190.5% | -161.8% | -10.5% |
| 5Y | +110.7% | +256.3% | -145.6% | +32.2% |
| 10Y | +298.3% | +707.9% | -409.6% | +94.1% |
| All | +298.3% | +748.5% | -450.2% | +94.1% |
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