+165.7%
COP vs S
-48.9%
+214.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +8.0% | -9.4% | -1.6% |
| 7D | -8.4% | +1.6% | -10.0% | -8.5% |
| 30D | +0.3% | -10.5% | +10.7% | +0.5% |
| 3M | +15.1% | +9.9% | +5.2% | +14.5% |
| 6M | +19.8% | +41.8% | -22.0% | +18.0% |
| YTD | +46.8% | +56.8% | -10.0% | +43.8% |
| 1Y | +59.7% | +39.0% | +20.7% | +57.1% |
| 3Y | +28.7% | +53.8% | -25.1% | +24.7% |
| 5Y | +110.7% | -68.6% | +179.3% | +105.0% |
| All | +165.7% | -48.9% | +214.5% | +168.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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