+11.9%
COST vs COP
+61.7%
-49.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -5.2% | +7.8% | +2.9% |
| 7D | +6.6% | -8.1% | +14.8% | +7.0% |
| 30D | +13.5% | +6.7% | +6.8% | +12.7% |
| 3M | +10.6% | +16.9% | -6.3% | +8.6% |
| 6M | +3.6% | +11.2% | -7.5% | +1.8% |
| YTD | +22.1% | +49.5% | -27.4% | +17.9% |
| 1Y | +11.9% | +60.7% | -48.8% | +8.0% |
| All | +11.9% | +61.7% | -49.8% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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