+219.1%
TER vs COP
+186.3%
+32.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.6% | +4.1% |
| 7D | +11.0% | -0.8% | +11.8% | +11.1% |
| 30D | -1.9% | +15.6% | -17.5% | -4.8% |
| 3M | -0.7% | +14.3% | -15.0% | -3.7% |
| 6M | +36.4% | +17.0% | +19.4% | +29.4% |
| YTD | +92.4% | +47.4% | +45.0% | +70.1% |
| 1Y | +213.5% | +52.4% | +161.1% | +173.7% |
| 3Y | +277.2% | +20.8% | +256.4% | +242.6% |
| 5Y | +219.1% | +191.7% | +27.4% | +142.8% |
| All | +219.1% | +186.3% | +32.8% | +142.8% |
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