+60.7%
COP vs RF
+25.4%
+35.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.5% | -6.7% | -5.1% |
| 7D | -8.1% | +2.3% | -10.4% | -8.1% |
| 30D | +6.7% | +7.2% | -0.6% | +6.7% |
| 3M | +16.9% | -8.2% | +25.1% | +16.4% |
| 6M | +11.2% | +7.0% | +4.2% | +10.8% |
| YTD | +49.5% | +10.3% | +39.2% | +46.6% |
| 1Y | +60.7% | +25.1% | +35.6% | +51.8% |
| All | +60.7% | +25.4% | +35.3% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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