+484.0%
V vs COP
+342.2%
+141.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +0.9% |
| 7D | +0.9% | +4.4% | -3.5% | -0.2% |
| 30D | +9.0% | 0.0% | +9.0% | +8.7% |
| 3M | +16.7% | +15.0% | +1.7% | +12.1% |
| 6M | +33.4% | +22.0% | +11.4% | +25.7% |
| YTD | +22.4% | +55.3% | -33.0% | +7.3% |
| 1Y | +27.7% | +64.1% | -36.4% | +10.1% |
| 3Y | +78.0% | +34.1% | +43.9% | +59.0% |
| 5Y | +108.5% | +133.4% | -24.9% | +51.4% |
| All | +484.0% | +342.2% | +141.8% | +244.9% |
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 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