+247.9%
COP vs P
+469.1%
-221.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.5% | -2.9% | 0.0% |
| 7D | -11.5% | -23.8% | +12.3% | -8.0% |
| 30D | +5.0% | -36.6% | +41.6% | +11.9% |
| 3M | +17.5% | +10.9% | +6.6% | +13.6% |
| 6M | +16.2% | +30.0% | -13.8% | +7.7% |
| YTD | +48.8% | +44.4% | +4.4% | +33.9% |
| 1Y | +64.1% | +3.9% | +60.2% | +54.4% |
| 3Y | +25.7% | +176.6% | -150.9% | -10.3% |
| 5Y | +114.4% | +249.3% | -134.9% | +38.3% |
| 10Y | +331.7% | +726.9% | -395.3% | +116.1% |
| All | +247.9% | +469.1% | -221.2% | +75.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling