+228.8%
COP vs PL
+28.1%
+200.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.4% | -9.8% | +0.2% |
| 7D | -11.5% | -6.8% | -4.7% | -11.3% |
| 30D | +5.0% | -29.3% | +34.2% | +6.1% |
| 3M | +17.5% | -44.8% | +62.3% | +19.7% |
| 6M | +16.2% | -68.4% | +84.6% | +20.4% |
| YTD | +48.8% | -36.4% | +85.1% | +48.3% |
| 1Y | +64.1% | +0.7% | +63.4% | +59.4% |
| 3Y | +25.7% | +455.3% | -429.6% | +6.2% |
| 5Y | +114.4% | +22.7% | +91.7% | +97.6% |
| All | +228.8% | +28.1% | +200.8% | +206.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling