+25.7%
COP vs AA
+52.9%
-27.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.3% | +0.2% |
| 7D | -11.5% | +0.9% | -12.4% | -11.7% |
| 30D | +5.0% | -6.7% | +11.6% | +5.9% |
| 3M | +17.5% | -16.3% | +33.8% | +20.3% |
| 6M | +16.2% | -37.1% | +53.3% | +23.5% |
| YTD | +48.8% | -25.0% | +73.8% | +50.5% |
| 1Y | +64.1% | +8.6% | +55.5% | +52.6% |
| 3Y | +25.7% | +57.2% | -31.6% | +2.7% |
| All | +25.7% | +52.9% | -27.2% | +2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling