+11,743.1%
COST vs COP
+4,537.2%
+7,205.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | 0.0% | -0.9% |
| 7D | -3.1% | +3.0% | -6.1% | -3.6% |
| 30D | -2.8% | +17.5% | -20.3% | -5.5% |
| 3M | -5.7% | +13.4% | -19.0% | -7.9% |
| 6M | -8.8% | +17.7% | -26.5% | -11.6% |
| YTD | +6.7% | +46.6% | -39.9% | -0.7% |
| 1Y | -3.6% | +44.6% | -48.3% | -10.3% |
| 3Y | +75.1% | +20.7% | +54.4% | +65.7% |
| 5Y | +108.9% | +185.0% | -76.1% | +65.0% |
| 10Y | +586.2% | +347.0% | +239.2% | +353.8% |
| All | +11,743.1% | +4,537.2% | +7,205.9% | +4,330.6% |
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 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