+193.3%
COP vs TE
-43.0%
+236.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.0% | +4.1% | +1.2% |
| 7D | -0.5% | +15.0% | -15.5% | -1.0% |
| 30D | +11.7% | -7.5% | +19.2% | +11.9% |
| 3M | +17.7% | -42.0% | +59.6% | +19.2% |
| 6M | +18.3% | -31.4% | +49.7% | +17.7% |
| YTD | +49.1% | -26.5% | +75.6% | +46.6% |
| 1Y | +53.3% | +153.1% | -99.8% | +37.5% |
| 3Y | +22.2% | -20.7% | +42.8% | +12.9% |
| 5Y | +193.3% | -45.4% | +238.8% | +174.1% |
| All | +193.3% | -43.0% | +236.3% | +174.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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