+113.1%
COP vs PL
+11.6%
+101.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -10.1% | +9.0% | -0.7% |
| 7D | -9.7% | -20.5% | +10.8% | -9.0% |
| 30D | +4.7% | -38.8% | +43.5% | +6.4% |
| 3M | +18.5% | -49.1% | +67.7% | +21.2% |
| 6M | +11.4% | -69.4% | +80.8% | +15.5% |
| YTD | +47.9% | -42.3% | +90.2% | +47.9% |
| 1Y | +59.3% | -14.2% | +73.5% | +55.8% |
| 3Y | +23.6% | +398.7% | -375.1% | +4.8% |
| 5Y | +113.1% | +11.1% | +101.9% | +95.9% |
| All | +113.1% | +11.6% | +101.5% | +95.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling