+310.1%
COP vs ACWI
+220.7%
+89.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.3% |
| 7D | -6.1% | -0.2% | -5.9% | -6.3% |
| 30D | +1.1% | -3.3% | +4.4% | +4.1% |
| 3M | +10.9% | -3.4% | +14.3% | +14.0% |
| 6M | +20.8% | +0.8% | +20.0% | +17.0% |
| YTD | +48.0% | +10.7% | +37.3% | +26.8% |
| 1Y | +58.5% | +11.6% | +46.9% | +34.3% |
| 3Y | +28.1% | +73.4% | -45.3% | -37.4% |
| 5Y | +120.5% | +60.2% | +60.3% | +17.5% |
| 10Y | +310.1% | +221.6% | +88.6% | -8.7% |
| All | +310.1% | +220.7% | +89.4% | -8.7% |
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