+126.8%
COP vs P
+272.9%
-146.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.4% | -2.8% | +1.4% |
| 7D | +0.7% | -4.7% | +5.4% | +0.8% |
| 30D | +0.2% | -31.4% | +31.6% | +1.9% |
| 3M | +10.2% | -2.6% | +12.8% | +9.8% |
| 6M | +20.1% | +21.9% | -1.8% | +17.8% |
| YTD | +50.5% | +58.9% | -8.4% | +44.4% |
| 1Y | +56.8% | +21.7% | +35.1% | +52.5% |
| 3Y | +30.3% | +193.3% | -163.0% | +12.3% |
| 5Y | +126.8% | +275.1% | -148.3% | +89.7% |
| All | +126.8% | +272.9% | -146.1% | +89.7% |
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