+57.2%
COP vs PL
+8.6%
+48.6%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +14.5% | -15.8% | -1.1% |
| 7D | -8.4% | +10.9% | -19.3% | -8.3% |
| 30D | +0.3% | -16.4% | +16.6% | +0.1% |
| 3M | +15.1% | -39.9% | +55.0% | +14.6% |
| 6M | +19.8% | -63.2% | +83.0% | +19.2% |
| YTD | +46.8% | -27.1% | +73.9% | +46.9% |
| All | +57.2% | +8.6% | +48.6% | +59.1% |
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