+72.2%
V vs COP
+186.8%
-114.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.8% |
| 7D | -1.7% | +3.0% | -4.7% | -2.2% |
| 30D | +2.0% | +17.5% | -15.5% | -0.8% |
| 3M | +17.4% | +13.4% | +4.0% | +14.7% |
| 6M | +17.5% | +17.7% | -0.2% | +13.8% |
| YTD | +7.6% | +46.6% | -39.0% | -0.1% |
| 1Y | +7.7% | +44.6% | -36.9% | 0.0% |
| 3Y | +54.7% | +20.7% | +34.0% | +46.3% |
| All | +72.2% | +186.8% | -114.7% | +27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling