+341.0%
COP vs RF
+347.6%
-6.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | +3.0% | +1.3% | +1.7% | +2.2% |
| 30D | +17.5% | -3.6% | +21.1% | +19.6% |
| 3M | +13.4% | +8.1% | +5.3% | +7.9% |
| 6M | +17.7% | +11.5% | +6.3% | +9.2% |
| YTD | +46.6% | +15.6% | +31.0% | +32.6% |
| 1Y | +44.6% | +15.7% | +28.9% | +30.2% |
| 3Y | +20.7% | +86.9% | -66.2% | -20.9% |
| 5Y | +185.0% | +89.8% | +95.2% | +73.5% |
| All | +341.0% | +347.6% | -6.7% | +60.3% |
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