+767.4%
GOOG vs COP
+344.8%
+422.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | -2.5% | +1.0% | -3.5% | -2.7% |
| 30D | -3.6% | +9.6% | -13.2% | -5.4% |
| 3M | -6.4% | +15.0% | -21.5% | -9.3% |
| 6M | +7.8% | +21.8% | -14.0% | +2.5% |
| YTD | +5.5% | +49.6% | -44.1% | -4.4% |
| 1Y | +38.3% | +49.9% | -11.6% | +25.0% |
| 3Y | +143.1% | +22.6% | +120.5% | +126.0% |
| 5Y | +135.0% | +193.6% | -58.6% | +70.5% |
| All | +767.4% | +344.8% | +422.6% | +476.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling