+60.7%
COP vs Q
+19.7%
+41.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.1% | -5.1% | -5.2% |
| 7D | -8.1% | -3.3% | -4.9% | -8.4% |
| 30D | +6.7% | -9.7% | +16.3% | +5.9% |
| 3M | +16.9% | -16.1% | +33.0% | +15.5% |
| 6M | +11.2% | -15.7% | +26.9% | +10.6% |
| YTD | +49.5% | +45.7% | +3.8% | +49.6% |
| 1Y | +60.7% | +18.0% | +42.7% | +64.4% |
| All | +60.7% | +19.7% | +41.0% | +64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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