-6.4%
T vs COP
+61.7%
-68.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.2% | +7.2% | +2.9% |
| 7D | +5.5% | -8.1% | +13.6% | +6.9% |
| 30D | -8.9% | +6.7% | -15.6% | -10.5% |
| 3M | -5.6% | +16.9% | -22.5% | -8.8% |
| 6M | -14.3% | +11.2% | -25.5% | -17.0% |
| YTD | -7.9% | +49.5% | -57.4% | -14.4% |
| 1Y | -6.4% | +60.7% | -67.1% | -12.8% |
| All | -6.4% | +61.7% | -68.1% | -12.8% |
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 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