+1,604.0%
T vs COP
+4,583.1%
-2,979.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | +2.6% | -6.1% | +8.7% | +3.9% |
| 30D | -1.1% | +1.1% | -2.2% | -1.5% |
| 3M | -7.7% | +10.9% | -18.7% | -10.1% |
| 6M | -10.6% | +20.8% | -31.4% | -14.8% |
| YTD | -7.5% | +48.0% | -55.5% | -16.0% |
| 1Y | -7.4% | +58.5% | -65.9% | -17.3% |
| 3Y | +63.1% | +28.1% | +34.9% | +49.8% |
| 5Y | +55.2% | +120.5% | -65.3% | +21.7% |
| 10Y | +58.8% | +310.1% | -251.3% | -1.6% |
| All | +1,604.0% | +4,583.1% | -2,979.2% | +501.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling