+243.3%
COP vs PL
+40.9%
+202.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.6% |
| 7D | +4.4% | +10.0% | -5.6% | +4.0% |
| 30D | 0.0% | -2.3% | +2.2% | -0.1% |
| 3M | +15.0% | -44.2% | +59.2% | +17.2% |
| 6M | +22.0% | -66.1% | +88.1% | +26.1% |
| YTD | +55.3% | -30.0% | +85.3% | +54.2% |
| 1Y | +64.1% | +21.0% | +43.1% | +58.3% |
| 3Y | +34.1% | +516.5% | -482.5% | +12.8% |
| 5Y | +133.4% | +32.0% | +101.4% | +113.4% |
| All | +243.3% | +40.9% | +202.4% | +218.5% |
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