+227.2%
COP vs PL
+45.6%
+181.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | -6.1% | +5.6% | -11.7% | -6.3% |
| 30D | +1.1% | -16.9% | +18.0% | +1.6% |
| 3M | +10.9% | -38.2% | +49.2% | +12.6% |
| 6M | +20.8% | -63.4% | +84.2% | +24.4% |
| YTD | +48.0% | -27.6% | +75.7% | +46.8% |
| 1Y | +58.5% | +6.6% | +52.0% | +53.8% |
| 3Y | +28.1% | +557.6% | -529.5% | +7.4% |
| 5Y | +120.5% | +39.5% | +81.0% | +100.3% |
| All | +227.2% | +45.6% | +181.6% | +203.2% |
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