+110.7%
COP vs RF
+46.7%
+64.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.5% | -2.1% |
| 7D | -8.4% | -0.1% | -8.3% | -8.4% |
| 30D | +0.3% | +7.0% | -6.8% | -2.2% |
| 3M | +15.1% | -7.0% | +22.1% | +17.8% |
| 6M | +19.8% | +6.8% | +13.0% | +16.1% |
| YTD | +46.8% | +9.9% | +36.9% | +39.8% |
| 1Y | +59.7% | +21.1% | +38.6% | +46.3% |
| 3Y | +28.7% | +119.6% | -90.9% | -7.9% |
| 5Y | +110.7% | +46.2% | +64.5% | +69.2% |
| All | +110.7% | +46.7% | +64.0% | +69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling