+113.0%
COP vs RF
+42.5%
+70.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +0.7% |
| 7D | -11.5% | -0.9% | -10.6% | -11.3% |
| 30D | +5.0% | +6.0% | -1.1% | +2.7% |
| 3M | +17.5% | -8.9% | +26.4% | +21.1% |
| 6M | +16.2% | +2.3% | +13.9% | +14.4% |
| YTD | +48.8% | +7.6% | +41.2% | +42.7% |
| 1Y | +64.1% | +21.2% | +42.9% | +50.1% |
| 3Y | +25.7% | +108.5% | -82.9% | -8.3% |
| All | +113.0% | +42.5% | +70.5% | +73.4% |
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