-9.4%
T vs COP
+61.7%
-71.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.6% |
| 7D | +1.6% | +3.4% | -1.7% | +1.1% |
| 30D | -2.9% | -0.6% | -2.3% | -3.2% |
| 3M | -7.5% | +10.8% | -18.3% | -9.8% |
| 6M | -9.9% | +19.6% | -29.5% | -14.0% |
| YTD | -6.4% | +52.9% | -59.4% | -14.1% |
| 1Y | -9.4% | +62.2% | -71.6% | -17.2% |
| All | -9.4% | +61.7% | -71.1% | -17.2% |
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