+4,615.1%
COP vs AA
+225.4%
+4,389.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.0% | +0.8% |
| 7D | +0.7% | +1.1% | -0.5% | +0.1% |
| 30D | +0.2% | -1.3% | +1.5% | +0.1% |
| 3M | +10.2% | -23.9% | +34.1% | +19.1% |
| 6M | +20.1% | -36.8% | +56.9% | +35.2% |
| YTD | +50.5% | -22.2% | +72.7% | +54.6% |
| 1Y | +56.8% | +10.4% | +46.5% | +42.3% |
| 3Y | +30.3% | +72.0% | -41.7% | -6.3% |
| 5Y | +126.8% | -15.6% | +142.4% | +90.1% |
| 10Y | +325.0% | +47.8% | +277.2% | +143.9% |
| All | +4,615.1% | +225.4% | +4,389.7% | +1,920.7% |
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 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