+113.0%
COP vs ROIV
+378.2%
-265.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.2% | -5.6% | +0.4% |
| 7D | -11.5% | +5.3% | -16.9% | -11.7% |
| 30D | +5.0% | +11.9% | -6.9% | +4.5% |
| 3M | +17.5% | +10.7% | +6.8% | +16.9% |
| 6M | +16.2% | +34.9% | -18.7% | +14.5% |
| YTD | +48.8% | +79.2% | -30.4% | +44.1% |
| 1Y | +64.1% | +89.0% | -24.9% | +58.4% |
| 3Y | +25.7% | +337.3% | -311.7% | +15.9% |
| All | +113.0% | +378.2% | -265.2% | +83.6% |
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 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