+27.7%
V vs COP
+63.9%
-36.2%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +1.4% |
| 7D | +0.9% | +4.4% | -3.5% | +1.1% |
| 30D | +9.0% | 0.0% | +9.0% | +8.8% |
| 3M | +16.7% | +15.0% | +1.7% | +17.1% |
| 6M | +33.4% | +22.0% | +11.4% | +34.3% |
| YTD | +22.4% | +55.3% | -33.0% | +26.4% |
| 1Y | +27.7% | +64.1% | -36.4% | +33.9% |
| All | +27.7% | +63.9% | -36.2% | +33.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling