+104.4%
COST vs COP
+195.6%
-91.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.9% |
| 7D | -2.8% | -0.5% | -2.3% | -2.7% |
| 30D | -5.3% | +11.7% | -17.0% | -6.2% |
| 3M | -6.7% | +17.7% | -24.3% | -8.1% |
| 6M | -9.9% | +18.3% | -28.3% | -11.4% |
| YTD | +5.1% | +49.1% | -43.9% | +1.3% |
| 1Y | -7.3% | +53.3% | -60.6% | -11.0% |
| 3Y | +70.4% | +22.2% | +48.2% | +65.6% |
| 5Y | +104.4% | +193.3% | -88.9% | +84.7% |
| All | +104.4% | +195.6% | -91.2% | +84.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling