+14,227.5%
COST vs COP
+4,814.2%
+9,413.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +1.0% |
| 7D | +5.0% | +4.4% | +0.6% | +4.2% |
| 30D | +12.8% | 0.0% | +12.9% | +12.7% |
| 3M | +15.2% | +15.0% | +0.2% | +12.1% |
| 6M | +7.4% | +22.0% | -14.6% | +3.4% |
| YTD | +29.0% | +55.3% | -26.3% | +18.7% |
| 1Y | +20.3% | +64.1% | -43.8% | +9.5% |
| 3Y | +99.0% | +34.1% | +64.9% | +84.7% |
| 5Y | +125.7% | +133.4% | -7.7% | +85.0% |
| 10Y | +775.3% | +338.6% | +436.7% | +483.5% |
| All | +14,227.5% | +4,814.2% | +9,413.3% | +5,195.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling