+176.7%
COP vs S
-51.5%
+228.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.3% | +7.9% | +1.8% |
| 7D | +3.4% | +4.1% | -0.7% | +3.2% |
| 30D | -0.6% | -7.2% | +6.6% | -0.4% |
| 3M | +10.8% | 0.0% | +10.8% | +10.5% |
| 6M | +19.6% | +41.6% | -22.0% | +17.8% |
| YTD | +52.9% | +48.6% | +4.3% | +50.0% |
| 1Y | +62.2% | +30.0% | +32.2% | +59.9% |
| 3Y | +32.4% | +42.2% | -9.8% | +28.6% |
| 5Y | +129.7% | -70.8% | +200.5% | +123.7% |
| All | +176.7% | -51.5% | +228.2% | +180.2% |
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