+508.4%
F vs COP
+4,606.6%
-4,098.2%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.9% |
| 7D | +1.6% | -11.5% | +13.1% | +5.9% |
| 30D | +2.6% | +5.0% | -2.3% | +0.5% |
| 3M | -8.8% | +17.5% | -26.3% | -14.6% |
| 6M | +4.6% | +16.2% | -11.6% | -2.6% |
| YTD | -1.9% | +48.8% | -50.7% | -17.8% |
| 1Y | -0.8% | +64.1% | -64.9% | -20.0% |
| 3Y | +43.5% | +25.7% | +17.8% | +25.3% |
| 5Y | -12.1% | +114.4% | -126.4% | -39.2% |
| 10Y | +83.6% | +331.7% | -248.0% | -10.8% |
| All | +508.4% | +4,606.6% | -4,098.2% | +66.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling