+14,183.4%
TER vs COP
+4,537.2%
+9,646.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.1% | +6.6% | +5.9% |
| 7D | +0.6% | +3.0% | -2.4% | -0.6% |
| 30D | -8.3% | +17.5% | -25.8% | -13.8% |
| 3M | -12.2% | +13.4% | -25.6% | -17.1% |
| 6M | +17.1% | +17.7% | -0.7% | +7.1% |
| YTD | +84.7% | +46.6% | +38.1% | +55.2% |
| 1Y | +199.9% | +44.6% | +155.3% | +152.5% |
| 3Y | +232.8% | +20.7% | +212.1% | +194.3% |
| 5Y | +198.6% | +185.0% | +13.5% | +79.9% |
| 10Y | +1,669.7% | +347.0% | +1,322.8% | +679.7% |
| All | +14,183.4% | +4,537.2% | +9,646.2% | +3,443.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling