+192.5%
COP vs VSXY
+19.2%
+173.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.5% | +4.6% | +1.3% |
| 7D | -0.5% | -10.7% | +10.2% | +0.2% |
| 30D | +11.7% | -24.3% | +36.0% | +13.7% |
| 3M | +17.7% | +1.0% | +16.7% | +17.1% |
| 6M | +18.3% | +57.4% | -39.0% | +12.5% |
| YTD | +49.1% | +39.8% | +9.3% | +42.5% |
| 1Y | +53.3% | +196.5% | -143.2% | +35.1% |
| 3Y | +22.2% | +357.2% | -335.1% | -2.7% |
| All | +192.5% | +19.2% | +173.3% | +156.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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