+20.0%
COP vs PL
+454.1%
-434.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -1.0% |
| 7D | +3.0% | -9.3% | +12.3% | +3.2% |
| 30D | +17.5% | -18.9% | +36.4% | +18.0% |
| 3M | +13.4% | -58.4% | +71.7% | +15.7% |
| 6M | +17.7% | -30.3% | +48.0% | +17.6% |
| YTD | +46.6% | -8.1% | +54.7% | +44.8% |
| 1Y | +44.6% | +180.5% | -135.9% | +36.3% |
| All | +20.0% | +454.1% | -434.1% | +2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling