+3,310.4%
V vs COP
+340.4%
+2,970.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | +2.2% | -11.5% | +13.7% | +6.1% |
| 30D | +13.6% | +5.0% | +8.6% | +11.4% |
| 3M | +14.3% | +17.5% | -3.2% | +7.7% |
| 6M | +33.1% | +16.2% | +16.9% | +25.2% |
| YTD | +21.2% | +48.8% | -27.5% | +4.1% |
| 1Y | +26.4% | +64.1% | -37.7% | +4.7% |
| 3Y | +77.6% | +25.7% | +51.9% | +57.0% |
| 5Y | +102.6% | +114.4% | -11.8% | +40.2% |
| 10Y | +464.4% | +331.7% | +132.7% | +157.9% |
| All | +3,310.4% | +340.4% | +2,970.0% | +1,234.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling