+336.7%
COP vs AA
+42.1%
+294.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.3% | +2.1% |
| 7D | +4.4% | +0.5% | +3.9% | +4.1% |
| 30D | 0.0% | -0.6% | +0.5% | -0.3% |
| 3M | +15.0% | -19.7% | +34.7% | +22.0% |
| 6M | +22.0% | -41.6% | +63.6% | +40.5% |
| YTD | +55.3% | -24.6% | +80.0% | +60.5% |
| 1Y | +64.1% | +4.9% | +59.3% | +50.8% |
| 3Y | +34.1% | +66.8% | -32.8% | -4.8% |
| 5Y | +133.4% | -19.4% | +152.8% | +95.1% |
| All | +336.7% | +42.1% | +294.6% | +107.9% |
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