+28.7%
COP vs ACWI
+74.5%
-45.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -2.2% |
| 7D | -8.4% | +0.3% | -8.8% | -8.6% |
| 30D | +0.3% | -2.8% | +3.1% | +1.2% |
| 3M | +15.1% | -3.2% | +18.3% | +16.2% |
| 6M | +19.8% | +1.3% | +18.5% | +18.0% |
| YTD | +46.8% | +11.2% | +35.6% | +35.7% |
| 1Y | +59.7% | +13.8% | +46.0% | +44.9% |
| 3Y | +28.7% | +76.2% | -47.5% | -15.6% |
| All | +28.7% | +74.5% | -45.8% | -15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling