+4,492.0%
COP vs RF
+1,537.4%
+2,954.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | +3.0% | +1.3% | +1.7% | +2.6% |
| 30D | +17.5% | -3.6% | +21.1% | +18.5% |
| 3M | +13.4% | +8.1% | +5.3% | +10.8% |
| 6M | +17.7% | +11.5% | +6.3% | +13.7% |
| YTD | +46.6% | +15.6% | +31.0% | +40.0% |
| 1Y | +44.6% | +15.7% | +28.9% | +37.9% |
| 3Y | +20.7% | +86.9% | -66.2% | +0.4% |
| 5Y | +185.0% | +89.8% | +95.2% | +133.5% |
| 10Y | +347.0% | +344.7% | +2.3% | +204.1% |
| All | +4,492.0% | +1,537.4% | +2,954.5% | +2,189.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling