+444.2%
V vs COP
+319.0%
+125.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.2% |
| 7D | -0.8% | -8.4% | +7.6% | +1.4% |
| 30D | +9.5% | +0.3% | +9.2% | +9.2% |
| 3M | +16.7% | +15.1% | +1.6% | +12.0% |
| 6M | +32.9% | +19.8% | +13.2% | +25.8% |
| YTD | +21.1% | +46.8% | -25.7% | +7.7% |
| 1Y | +26.6% | +59.7% | -33.1% | +9.8% |
| 3Y | +78.4% | +28.7% | +49.7% | +60.9% |
| 5Y | +105.5% | +110.7% | -5.2% | +53.5% |
| 10Y | +444.2% | +298.3% | +146.0% | +222.6% |
| All | +444.2% | +319.0% | +125.2% | +222.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling