-5.1%
COST vs COP
+53.9%
-59.0%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | -2.5% | +1.0% | -3.5% | -2.5% |
| 30D | -4.4% | +9.6% | -14.0% | -5.1% |
| 3M | -8.1% | +15.0% | -23.1% | -9.3% |
| 6M | -9.2% | +21.8% | -31.0% | -10.6% |
| YTD | +5.1% | +49.6% | -44.5% | +3.3% |
| 1Y | -5.1% | +49.9% | -55.0% | -7.6% |
| All | -5.1% | +53.9% | -59.0% | -7.6% |
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