+69.0%
F vs COP
+321.4%
-252.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.8% |
| 7D | -2.1% | +0.7% | -2.8% | -2.4% |
| 30D | +3.3% | +0.2% | +3.1% | +2.8% |
| 3M | -11.3% | +10.2% | -21.5% | -15.1% |
| 6M | +5.3% | +20.1% | -14.8% | -3.3% |
| YTD | -2.2% | +50.5% | -52.7% | -19.2% |
| 1Y | -3.5% | +56.8% | -60.4% | -21.8% |
| 3Y | +49.5% | +30.3% | +19.2% | +27.7% |
| 5Y | -13.5% | +126.8% | -140.3% | -43.9% |
| 10Y | +69.0% | +325.0% | -256.0% | -21.5% |
| All | +69.0% | +321.4% | -252.4% | -21.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling