+4,499.1%
COP vs AA
+231.6%
+4,267.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.8% | -7.1% | -3.2% |
| 7D | -8.4% | +4.8% | -13.2% | -10.0% |
| 30D | +0.3% | -0.6% | +0.9% | 0.0% |
| 3M | +15.1% | -16.3% | +31.4% | +20.7% |
| 6M | +19.8% | -33.4% | +53.2% | +32.6% |
| YTD | +46.8% | -20.7% | +67.5% | +49.9% |
| 1Y | +59.7% | +12.9% | +46.8% | +43.8% |
| 3Y | +28.7% | +75.7% | -47.0% | -8.0% |
| 5Y | +110.7% | -6.8% | +117.5% | +70.2% |
| 10Y | +298.3% | +53.6% | +244.7% | +125.8% |
| All | +4,499.1% | +231.6% | +4,267.6% | +1,860.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling