-42.9%
TER vs COP
+17.2%
-60.1%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.8% |
| 7D | -20.5% | -11.5% | -8.9% | -25.6% |
| 30D | -47.0% | +5.0% | -52.0% | -44.9% |
| 3M | -43.3% | +17.5% | -60.8% | -36.3% |
| 6M | -42.9% | +16.2% | -59.1% | -32.7% |
| All | -42.9% | +17.2% | -60.1% | -32.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling