+190.1%
COP vs XYZ
-68.7%
+258.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +0.8% |
| 7D | -0.8% | +2.9% | -3.7% | -1.1% |
| 30D | +15.6% | +1.4% | +14.2% | +15.3% |
| 3M | +14.3% | +14.6% | -0.2% | +12.6% |
| 6M | +17.0% | +20.8% | -3.8% | +14.2% |
| YTD | +47.4% | +23.1% | +24.4% | +43.1% |
| 1Y | +52.4% | +5.6% | +46.8% | +49.9% |
| 3Y | +20.8% | +50.9% | -30.1% | +11.4% |
| All | +190.1% | -68.7% | +258.8% | +187.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling