+53.9%
F vs COP
+186.8%
-132.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.5% | +1.8% |
| 7D | +5.3% | +3.0% | +2.3% | +4.4% |
| 30D | +4.6% | +17.5% | -12.9% | -0.2% |
| 3M | -3.7% | +13.4% | -17.0% | -7.4% |
| 6M | +16.8% | +17.7% | -0.9% | +9.4% |
| YTD | +15.3% | +46.6% | -31.3% | -0.6% |
| 1Y | +31.0% | +44.6% | -13.6% | +12.8% |
| 3Y | +45.4% | +20.7% | +24.7% | +31.3% |
| All | +53.9% | +186.8% | -132.9% | -17.3% |
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