+98.9%
GOOGL vs COP
+116.0%
-17.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.3% |
| 7D | +2.6% | -6.1% | +8.7% | +3.1% |
| 30D | -18.3% | +1.1% | -19.4% | -18.5% |
| 3M | -19.6% | +10.9% | -30.5% | -20.5% |
| 6M | -28.2% | +20.8% | -49.0% | -29.8% |
| YTD | -8.0% | +48.0% | -56.0% | -13.6% |
| 1Y | -0.7% | +58.5% | -59.2% | -7.9% |
| 3Y | +118.8% | +28.1% | +90.7% | +106.9% |
| 5Y | +98.9% | +120.5% | -21.6% | +62.8% |
| All | +98.9% | +116.0% | -17.2% | +62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling