+62.2%
COP vs PL
+10.1%
+52.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.1% | +4.7% | +1.6% |
| 7D | +3.4% | +22.3% | -18.9% | +3.6% |
| 30D | -0.6% | -8.3% | +7.7% | -0.7% |
| 3M | +10.8% | -43.3% | +54.0% | +10.3% |
| 6M | +19.6% | -65.8% | +85.4% | +19.4% |
| YTD | +52.9% | -29.5% | +82.4% | +52.5% |
| 1Y | +62.2% | +11.7% | +50.5% | +62.9% |
| All | +62.2% | +10.1% | +52.1% | +62.9% |
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