+11,830.0%
GOOG vs COP
+928.8%
+10,901.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.2% |
| 7D | +4.8% | +3.4% | +1.4% | +3.9% |
| 30D | -15.5% | -0.6% | -14.9% | -15.6% |
| 3M | -13.7% | +10.8% | -24.4% | -16.6% |
| 6M | -23.0% | +19.6% | -42.6% | -27.6% |
| YTD | -5.7% | +52.9% | -58.6% | -18.5% |
| 1Y | +3.0% | +62.2% | -59.2% | -12.7% |
| 3Y | +122.4% | +32.4% | +90.0% | +95.8% |
| 5Y | +99.2% | +129.7% | -30.5% | +41.0% |
| 10Y | +690.8% | +331.8% | +359.1% | +301.4% |
| All | +11,830.0% | +928.8% | +10,901.2% | +4,442.3% |
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 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