+310.1%
COP vs RF
+248.4%
+61.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.3% |
| 7D | -6.1% | +0.3% | -6.5% | -6.4% |
| 30D | +1.1% | +6.2% | -5.1% | -2.3% |
| 3M | +10.9% | -7.8% | +18.8% | +15.5% |
| 6M | +20.8% | +5.9% | +14.8% | +15.6% |
| YTD | +48.0% | +9.0% | +39.0% | +37.8% |
| 1Y | +58.5% | +19.3% | +39.3% | +40.1% |
| 3Y | +28.1% | +116.4% | -88.3% | -23.0% |
| 5Y | +120.5% | +46.0% | +74.4% | +57.8% |
| 10Y | +310.1% | +239.8% | +70.3% | +65.9% |
| All | +310.1% | +248.4% | +61.8% | +65.9% |
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