+60.7%
COP vs ROIV
+97.8%
-37.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +6.1% | -11.2% | -4.5% |
| 7D | -8.1% | +3.0% | -11.1% | -7.8% |
| 30D | +6.7% | +6.8% | -0.2% | +7.6% |
| 3M | +16.9% | +10.5% | +6.4% | +18.5% |
| 6M | +11.2% | +34.8% | -23.6% | +15.2% |
| YTD | +49.5% | +76.2% | -26.7% | +55.2% |
| 1Y | +60.7% | +92.4% | -31.7% | +70.6% |
| All | +60.7% | +97.8% | -37.1% | +70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 1y: compounded portfolio wealth divided by compounded ROIV 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…
1y analysis · Full analysis span regression · 6 months rolling