-12.5%
F vs COP
+116.0%
-128.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.6% | -0.9% |
| 7D | +1.0% | -6.1% | +7.1% | +2.5% |
| 30D | +2.1% | +1.1% | +1.0% | +1.5% |
| 3M | -10.3% | +10.9% | -21.2% | -13.3% |
| 6M | +3.3% | +20.8% | -17.5% | -3.3% |
| YTD | -2.0% | +48.0% | -50.0% | -15.9% |
| 1Y | -2.3% | +58.5% | -60.8% | -18.4% |
| 3Y | +49.9% | +28.1% | +21.8% | +32.4% |
| 5Y | -12.5% | +120.5% | -132.9% | -45.8% |
| All | -12.5% | +116.0% | -128.5% | -45.8% |
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