+186.4%
COP vs ROIV
+250.7%
-64.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.1% |
| 7D | +3.0% | +0.6% | +2.4% | +3.0% |
| 30D | +17.5% | +1.0% | +16.5% | +17.4% |
| 3M | +13.4% | +18.3% | -4.9% | +12.5% |
| 6M | +17.7% | +18.3% | -0.6% | +16.7% |
| YTD | +46.6% | +61.0% | -14.4% | +42.8% |
| 1Y | +44.6% | +177.9% | -133.3% | +36.8% |
| 3Y | +20.7% | +199.1% | -178.4% | +13.0% |
| All | +186.4% | +250.7% | -64.3% | +158.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling