+71.7%
TER vs COP
+133.8%
-62.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.6% | -7.0% | -5.7% |
| 7D | +14.4% | +4.4% | +9.9% | +13.4% |
| 30D | -30.6% | 0.0% | -30.5% | -30.6% |
| 3M | -39.2% | +15.0% | -54.2% | -41.1% |
| 6M | -31.3% | +22.0% | -53.3% | -34.6% |
| YTD | +29.1% | +55.3% | -26.3% | +12.1% |
| 1Y | +47.4% | +64.1% | -16.7% | +25.6% |
| 3Y | +191.2% | +34.1% | +157.2% | +157.5% |
| All | +71.7% | +133.8% | -62.1% | +32.9% |
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 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