+336.7%
COP vs XYZ
+597.9%
-261.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.8% | -1.2% | +1.2% |
| 7D | +4.4% | -1.1% | +5.5% | +4.5% |
| 30D | 0.0% | +11.5% | -11.6% | -2.0% |
| 3M | +15.0% | +1.8% | +13.2% | +14.0% |
| 6M | +22.0% | +21.2% | +0.8% | +17.0% |
| YTD | +55.3% | +29.9% | +25.4% | +45.8% |
| 1Y | +64.1% | +35.8% | +28.4% | +52.6% |
| 3Y | +34.1% | +62.6% | -28.5% | +15.6% |
| 5Y | +133.4% | -62.8% | +196.2% | +145.9% |
| All | +336.7% | +597.9% | -261.1% | +157.6% |
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