+33.9%
TER vs COP
+58.8%
-24.9%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -1.3% | +14.1% | +12.2% |
| 7D | -5.8% | -8.4% | +2.7% | -9.3% |
| 30D | -38.9% | +0.3% | -39.2% | -38.4% |
| 3M | -35.1% | +15.1% | -50.2% | -30.0% |
| 6M | -31.6% | +19.8% | -51.3% | -23.9% |
| YTD | +27.2% | +46.8% | -19.6% | +29.1% |
| All | +33.9% | +58.8% | -24.9% | +39.9% |
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