+310.1%
COP vs AA
+45.1%
+265.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.4% | +5.2% | +2.2% |
| 7D | -6.1% | +1.2% | -7.3% | -6.7% |
| 30D | +1.1% | -5.0% | +6.1% | +2.2% |
| 3M | +10.9% | -22.2% | +33.2% | +18.8% |
| 6M | +20.8% | -36.3% | +57.1% | +35.3% |
| YTD | +48.0% | -24.2% | +72.2% | +52.7% |
| 1Y | +58.5% | +3.9% | +54.7% | +45.8% |
| 3Y | +28.1% | +67.6% | -39.4% | -9.1% |
| 5Y | +120.5% | -8.8% | +129.3% | +74.7% |
| 10Y | +310.1% | +45.0% | +265.2% | +95.2% |
| All | +310.1% | +45.1% | +265.1% | +95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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