+60.7%
COP vs PL
-0.6%
+61.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -6.4% | +1.2% | -5.2% |
| 7D | -8.1% | -11.7% | +3.6% | -8.3% |
| 30D | +6.7% | -27.1% | +33.8% | +6.3% |
| 3M | +16.9% | -44.6% | +61.5% | +16.4% |
| 6M | +11.2% | -67.2% | +78.4% | +10.8% |
| YTD | +49.5% | -35.9% | +85.4% | +48.7% |
| 1Y | +60.7% | -0.4% | +61.1% | +60.0% |
| All | +60.7% | -0.6% | +61.3% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 1y: compounded portfolio wealth divided by compounded PL 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…
1y analysis · Full analysis span regression · 6 months rolling