+11,715.7%
GOOG vs COP
+945.1%
+10,770.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.5% | -1.4% |
| 7D | +3.0% | +4.4% | -1.4% | +1.8% |
| 30D | -14.9% | 0.0% | -14.8% | -15.1% |
| 3M | -14.9% | +15.0% | -29.9% | -18.6% |
| 6M | -26.6% | +22.0% | -48.6% | -31.4% |
| YTD | -6.6% | +55.3% | -61.9% | -19.6% |
| 1Y | +5.1% | +64.1% | -59.1% | -11.3% |
| 3Y | +121.0% | +34.1% | +86.9% | +93.8% |
| 5Y | +97.3% | +133.4% | -36.1% | +39.0% |
| 10Y | +683.2% | +338.6% | +344.6% | +295.8% |
| All | +11,715.7% | +945.1% | +10,770.6% | +4,379.2% |
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