-24.3%
GEV vs COP
+21.7%
-46.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.5% | -1.3% |
| 7D | +3.7% | +4.4% | -0.7% | +5.4% |
| 30D | -14.7% | 0.0% | -14.6% | -14.5% |
| 3M | -23.4% | +15.0% | -38.4% | -17.2% |
| 6M | -24.3% | +22.0% | -46.3% | -12.3% |
| All | -24.3% | +21.7% | -46.1% | -12.3% |
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 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