+1,579.9%
T vs COP
+4,606.6%
-3,026.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | +1.0% | -11.5% | +12.6% | +3.7% |
| 30D | -10.6% | +5.0% | -15.6% | -11.8% |
| 3M | -7.7% | +17.5% | -25.2% | -11.3% |
| 6M | -13.3% | +16.2% | -29.5% | -16.6% |
| YTD | -8.8% | +48.8% | -57.5% | -17.2% |
| 1Y | -8.4% | +64.1% | -72.5% | -18.8% |
| 3Y | +59.6% | +25.7% | +34.0% | +47.4% |
| 5Y | +52.1% | +114.4% | -62.3% | +20.1% |
| 10Y | +56.9% | +331.7% | -274.8% | -4.0% |
| All | +1,579.9% | +4,606.6% | -3,026.7% | +492.0% |
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