+183.3%
COP vs VSXY
+37.4%
+145.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -1.2% |
| 7D | +3.0% | -14.0% | +17.0% | +3.9% |
| 30D | +17.5% | -15.9% | +33.4% | +18.6% |
| 3M | +13.4% | +3.4% | +10.0% | +12.7% |
| 6M | +17.7% | +25.9% | -8.2% | +14.3% |
| YTD | +46.6% | +39.5% | +7.1% | +40.6% |
| 1Y | +44.6% | +194.4% | -149.7% | +28.8% |
| 3Y | +20.7% | +281.4% | -260.7% | +0.3% |
| 5Y | +185.0% | +12.8% | +172.3% | +150.2% |
| All | +183.3% | +37.4% | +145.9% | +145.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling