-7.4%
T vs COP
+60.2%
-67.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | +2.6% | -6.1% | +8.7% | +3.6% |
| 30D | -1.1% | +1.1% | -2.2% | -1.8% |
| 3M | -7.7% | +10.9% | -18.7% | -10.1% |
| 6M | -10.6% | +20.8% | -31.4% | -14.9% |
| YTD | -7.5% | +48.0% | -55.5% | -14.3% |
| 1Y | -7.4% | +58.5% | -65.9% | -14.6% |
| All | -7.4% | +60.2% | -67.6% | -14.6% |
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