+4,492.0%
COP vs AA
+295.2%
+4,196.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.4% |
| 7D | +3.0% | -0.7% | +3.7% | +3.2% |
| 30D | +17.5% | +5.0% | +12.5% | +15.2% |
| 3M | +13.4% | -35.8% | +49.2% | +28.9% |
| 6M | +17.7% | -18.4% | +36.1% | +21.4% |
| YTD | +46.6% | -5.5% | +52.1% | +42.4% |
| 1Y | +44.6% | +61.0% | -16.4% | +15.4% |
| 3Y | +20.7% | +66.2% | -45.5% | -12.1% |
| 5Y | +185.0% | +11.4% | +173.7% | +116.0% |
| 10Y | +347.0% | +116.9% | +230.1% | +127.0% |
| All | +4,492.0% | +295.2% | +4,196.8% | +1,762.2% |
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