+667.7%
GOOGL vs COP
+321.4%
+346.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +1.8% |
| 7D | +1.6% | +0.7% | +0.9% | +1.4% |
| 30D | -16.8% | +0.2% | -17.0% | -17.0% |
| 3M | -14.6% | +10.2% | -24.8% | -16.6% |
| 6M | -24.4% | +20.1% | -44.5% | -27.7% |
| YTD | -6.1% | +50.5% | -56.6% | -15.3% |
| 1Y | +1.0% | +56.8% | -55.8% | -10.0% |
| 3Y | +123.4% | +30.3% | +93.2% | +104.4% |
| 5Y | +103.2% | +126.8% | -23.6% | +56.9% |
| 10Y | +667.7% | +325.0% | +342.7% | +420.8% |
| All | +667.7% | +321.4% | +346.3% | +420.8% |
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