+4.6%
F vs COP
+17.2%
-12.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.6% |
| 7D | +1.6% | -11.5% | +13.1% | -1.7% |
| 30D | +2.6% | +5.0% | -2.3% | +4.0% |
| 3M | -8.8% | +17.5% | -26.3% | -2.9% |
| 6M | +4.6% | +16.2% | -11.6% | +10.7% |
| All | +4.6% | +17.2% | -12.5% | +10.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling