+20.8%
COP vs XYZ
+43.0%
-22.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +0.7% |
| 7D | -0.8% | +2.9% | -3.7% | -1.0% |
| 30D | +15.6% | +1.4% | +14.2% | +15.4% |
| 3M | +14.3% | +14.6% | -0.2% | +13.1% |
| 6M | +17.0% | +20.8% | -3.8% | +14.8% |
| YTD | +47.4% | +23.1% | +24.4% | +43.8% |
| 1Y | +52.4% | +5.6% | +46.8% | +50.9% |
| 3Y | +20.8% | +50.9% | -30.1% | +17.4% |
| All | +20.8% | +43.0% | -22.2% | +17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling