+1,872.1%
T vs COP
+4,537.2%
-2,665.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.9% | -1.7% |
| 7D | -1.3% | +3.0% | -4.3% | -1.9% |
| 30D | +11.4% | +17.5% | -6.1% | +7.4% |
| 3M | +14.3% | +13.4% | +0.9% | +10.9% |
| 6M | -9.3% | +17.7% | -27.0% | -12.9% |
| YTD | +7.1% | +46.6% | -39.5% | -2.2% |
| 1Y | -9.1% | +44.6% | -53.7% | -17.1% |
| 3Y | +105.3% | +20.7% | +84.6% | +91.4% |
| 5Y | +66.8% | +185.0% | -118.2% | +23.1% |
| 10Y | +66.8% | +347.0% | -280.2% | +1.1% |
| All | +1,872.1% | +4,537.2% | -2,665.1% | +599.1% |
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