-6.1%
F vs COP
+63.9%
-70.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | +0.5% |
| 7D | -3.1% | +4.4% | -7.5% | -2.1% |
| 30D | 0.0% | 0.0% | +0.1% | +0.1% |
| 3M | -13.2% | +15.0% | -28.2% | -10.1% |
| 6M | -10.2% | +22.0% | -32.2% | -5.2% |
| YTD | -4.9% | +55.3% | -60.3% | -6.0% |
| 1Y | -6.1% | +64.1% | -70.2% | -8.4% |
| All | -6.1% | +63.9% | -70.0% | -8.4% |
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