+64.1%
COP vs XYZ
+29.4%
+34.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.8% | -1.2% | +2.1% |
| 7D | +4.4% | -1.1% | +5.5% | +4.3% |
| 30D | 0.0% | +11.5% | -11.6% | +2.3% |
| 3M | +15.0% | +1.8% | +13.2% | +16.3% |
| 6M | +22.0% | +21.2% | +0.8% | +26.5% |
| YTD | +55.3% | +29.9% | +25.4% | +57.4% |
| 1Y | +64.1% | +35.8% | +28.4% | +66.5% |
| All | +64.1% | +29.4% | +34.7% | +66.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling