+288.7%
COP vs ROIV
+292.3%
-3.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.4% | +0.8% |
| 7D | -6.1% | +14.3% | -20.4% | -6.5% |
| 30D | +1.1% | +16.2% | -15.1% | +0.6% |
| 3M | +10.9% | +15.1% | -4.2% | +10.3% |
| 6M | +20.8% | +44.2% | -23.5% | +18.8% |
| YTD | +48.0% | +89.8% | -41.8% | +43.3% |
| 1Y | +58.5% | +94.6% | -36.0% | +53.2% |
| 3Y | +28.1% | +367.5% | -339.4% | +18.4% |
| 5Y | +120.5% | +421.4% | -300.9% | +94.9% |
| All | +288.7% | +292.3% | -3.5% | +228.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling