+132.2%
COP vs P
+279.3%
-147.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.9% | +3.5% | +1.7% |
| 7D | +4.4% | +11.6% | -7.2% | +3.8% |
| 30D | 0.0% | -23.7% | +23.6% | +1.1% |
| 3M | +15.0% | -8.0% | +23.0% | +15.0% |
| 6M | +22.0% | +27.9% | -5.9% | +19.3% |
| YTD | +55.3% | +61.2% | -5.8% | +48.9% |
| 1Y | +64.1% | +28.6% | +35.5% | +58.9% |
| 3Y | +34.1% | +200.5% | -166.4% | +15.3% |
| All | +132.2% | +279.3% | -147.1% | +92.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling