+248.2%
COP vs XYZ
+638.9%
-390.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.3% | -1.0% |
| 7D | +3.0% | -1.0% | +4.0% | +3.1% |
| 30D | +17.5% | -1.7% | +19.2% | +17.5% |
| 3M | +13.4% | +16.7% | -3.4% | +10.0% |
| 6M | +17.7% | +26.9% | -9.1% | +12.1% |
| YTD | +46.6% | +27.1% | +19.4% | +38.6% |
| 1Y | +44.6% | +9.3% | +35.4% | +39.5% |
| 3Y | +20.7% | +42.3% | -21.6% | +6.5% |
| 5Y | +185.0% | -69.3% | +254.4% | +210.9% |
| 10Y | +347.0% | +586.8% | -239.8% | +145.0% |
| All | +248.2% | +638.9% | -390.7% | +79.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling