+32.8%
NET vs COP
+46.5%
-13.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -2.0% |
| 7D | -7.0% | +3.0% | -10.0% | -7.0% |
| 30D | -4.8% | +17.5% | -22.3% | -5.6% |
| 3M | +3.8% | +13.4% | -9.5% | +2.7% |
| 6M | +50.0% | +17.7% | +32.3% | +47.9% |
| YTD | +41.5% | +46.6% | -5.1% | +40.2% |
| 1Y | +32.8% | +44.6% | -11.8% | +26.4% |
| All | +32.8% | +46.5% | -13.6% | +26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling