+226.3%
COP vs QSR
+202.3%
+24.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +4.4% | -2.9% | +7.3% | +5.7% |
| 30D | 0.0% | +4.1% | -4.2% | -2.2% |
| 3M | +15.0% | -0.7% | +15.7% | +14.6% |
| 6M | +22.0% | +0.4% | +21.6% | +20.3% |
| YTD | +55.3% | +13.5% | +41.8% | +44.0% |
| 1Y | +64.1% | +11.0% | +53.1% | +53.4% |
| 3Y | +34.1% | +22.0% | +12.1% | +16.6% |
| 5Y | +133.4% | +57.1% | +76.3% | +74.1% |
| 10Y | +338.6% | +138.3% | +200.3% | +157.3% |
| All | +226.3% | +202.3% | +24.0% | +71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 all: compounded portfolio wealth divided by compounded QSR 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…
all analysis · Full analysis span regression · 6 months rolling