+337.5%
COP vs XYZ
+609.1%
-271.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | +1.0% | -5.2% | +6.1% | +1.7% |
| 30D | +9.6% | 0.0% | +9.6% | +9.3% |
| 3M | +15.0% | +18.7% | -3.6% | +11.4% |
| 6M | +21.8% | +20.5% | +1.2% | +16.8% |
| YTD | +49.6% | +21.5% | +28.1% | +42.5% |
| 1Y | +49.9% | +7.2% | +42.7% | +45.0% |
| 3Y | +22.6% | +49.0% | -26.4% | +7.2% |
| 5Y | +193.6% | -68.1% | +261.7% | +218.2% |
| All | +337.5% | +609.1% | -271.6% | +188.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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