+322.4%
NET vs COP
+24.4%
+298.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.2% | +2.6% | -1.8% |
| 7D | -16.4% | -8.1% | -8.2% | -15.4% |
| 30D | -25.8% | +6.7% | -32.5% | -26.6% |
| 3M | -11.5% | +16.9% | -28.4% | -14.2% |
| 6M | +18.9% | +11.2% | +7.7% | +16.0% |
| YTD | +35.2% | +49.5% | -14.3% | +23.5% |
| 1Y | +14.5% | +60.7% | -46.2% | +2.5% |
| All | +322.4% | +24.4% | +298.0% | +281.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling