+54.6%
TER vs COP
+113.7%
-59.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.5% |
| 7D | -20.5% | -11.5% | -8.9% | -18.6% |
| 30D | -47.0% | +5.0% | -52.0% | -47.6% |
| 3M | -43.3% | +17.5% | -60.8% | -45.4% |
| 6M | -42.9% | +16.2% | -59.1% | -45.1% |
| YTD | +12.9% | +48.8% | -35.9% | -1.2% |
| 1Y | +18.2% | +64.1% | -45.9% | 0.0% |
| 3Y | +151.8% | +25.7% | +126.1% | +125.6% |
| All | +54.6% | +113.7% | -59.2% | +22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling