+44.6%
COP vs ROIV
+177.7%
-133.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -0.9% |
| 7D | +3.0% | +0.6% | +2.4% | +3.1% |
| 30D | +17.5% | +1.0% | +16.5% | +17.6% |
| 3M | +13.4% | +18.3% | -4.9% | +14.8% |
| 6M | +17.7% | +18.3% | -0.6% | +19.7% |
| YTD | +46.6% | +61.0% | -14.4% | +47.9% |
| 1Y | +44.6% | +177.9% | -133.3% | +37.7% |
| All | +44.6% | +177.7% | -133.1% | +37.7% |
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