+4,533.0%
COP vs RF
+1,429.2%
+3,103.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.1% | -0.5% |
| 7D | -9.7% | -1.6% | -8.1% | -9.4% |
| 30D | +4.7% | +5.0% | -0.3% | +3.3% |
| 3M | +18.5% | -10.0% | +28.5% | +21.6% |
| 6M | +11.4% | +3.3% | +8.1% | +9.9% |
| YTD | +47.9% | +7.9% | +40.0% | +43.7% |
| 1Y | +59.3% | +21.2% | +38.1% | +50.1% |
| 3Y | +23.6% | +105.8% | -82.2% | +0.6% |
| 5Y | +113.1% | +43.7% | +69.4% | +87.1% |
| 10Y | +329.1% | +289.4% | +39.7% | +200.7% |
| All | +4,533.0% | +1,429.2% | +3,103.8% | +2,249.2% |
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 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