+32.6%
NET vs COP
+119.6%
-87.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.2% | +2.6% | -1.5% |
| 7D | -16.4% | -8.1% | -8.2% | -14.9% |
| 30D | -25.8% | +6.7% | -32.5% | -27.0% |
| 3M | -11.5% | +16.9% | -28.4% | -15.1% |
| 6M | +18.9% | +11.2% | +7.7% | +15.0% |
| YTD | +35.2% | +49.5% | -14.3% | +20.7% |
| 1Y | +14.5% | +60.7% | -46.2% | 0.0% |
| 3Y | +313.8% | +24.9% | +288.9% | +278.2% |
| 5Y | +32.6% | +121.7% | -89.1% | +12.4% |
| All | +32.6% | +119.6% | -87.1% | +12.4% |
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 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