+476.5%
V vs COP
+335.3%
+141.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.3% | -3.9% | -1.5% |
| 7D | -0.4% | +3.4% | -3.8% | -1.2% |
| 30D | +6.3% | -0.6% | +6.9% | +6.2% |
| 3M | +17.2% | +10.8% | +6.4% | +13.6% |
| 6M | +29.2% | +19.6% | +9.6% | +22.3% |
| YTD | +20.8% | +52.9% | -32.1% | +6.3% |
| 1Y | +25.0% | +62.2% | -37.2% | +8.1% |
| 3Y | +75.3% | +32.4% | +42.9% | +57.1% |
| 5Y | +105.8% | +129.7% | -23.9% | +50.1% |
| All | +476.5% | +335.3% | +141.2% | +241.8% |
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