+336.7%
COP vs ACWI
+224.5%
+112.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.9% |
| 7D | +4.4% | +2.4% | +2.0% | +1.7% |
| 30D | 0.0% | -1.7% | +1.6% | +1.2% |
| 3M | +15.0% | -3.9% | +19.0% | +18.9% |
| 6M | +22.0% | +0.8% | +21.2% | +18.3% |
| YTD | +55.3% | +11.0% | +44.3% | +32.6% |
| 1Y | +64.1% | +13.1% | +51.0% | +36.9% |
| 3Y | +34.1% | +73.9% | -39.8% | -34.7% |
| 5Y | +133.4% | +59.0% | +74.3% | +25.9% |
| All | +336.7% | +224.5% | +112.2% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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