+329.9%
COP vs RF
+219.4%
+110.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.0% | +1.8% |
| 7D | +3.4% | +0.4% | +3.0% | +3.1% |
| 30D | -0.6% | +5.6% | -6.1% | -3.7% |
| 3M | +10.8% | -8.9% | +19.6% | +16.0% |
| 6M | +19.6% | +7.1% | +12.5% | +13.8% |
| YTD | +52.9% | +8.3% | +44.6% | +42.8% |
| 1Y | +62.2% | +16.8% | +45.4% | +44.9% |
| 3Y | +32.4% | +115.0% | -82.7% | -20.4% |
| 5Y | +129.7% | +46.4% | +83.3% | +63.8% |
| All | +329.9% | +219.4% | +110.4% | +73.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling