+2,926.4%
V vs COP
+333.9%
+2,592.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.6% |
| 7D | -1.7% | +3.0% | -4.7% | -2.7% |
| 30D | +2.0% | +17.5% | -15.5% | -3.5% |
| 3M | +17.4% | +13.4% | +4.0% | +12.0% |
| 6M | +17.5% | +17.7% | -0.2% | +10.1% |
| YTD | +7.6% | +46.6% | -39.0% | -6.8% |
| 1Y | +7.7% | +44.6% | -36.9% | -6.7% |
| 3Y | +54.7% | +20.7% | +34.0% | +38.8% |
| 5Y | +73.0% | +185.0% | -112.0% | +7.8% |
| 10Y | +390.9% | +347.0% | +43.9% | +120.4% |
| All | +2,926.4% | +333.9% | +2,592.5% | +1,095.7% |
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