+20.0%
COP vs ACWI
+76.1%
-56.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.0% | -1.1% |
| 7D | +3.0% | +0.5% | +2.5% | +2.8% |
| 30D | +17.5% | +0.9% | +16.6% | +17.0% |
| 3M | +13.4% | +2.4% | +11.0% | +12.0% |
| 6M | +17.7% | +12.4% | +5.4% | +10.0% |
| YTD | +46.6% | +15.2% | +31.4% | +34.2% |
| 1Y | +44.6% | +22.7% | +21.9% | +25.7% |
| All | +20.0% | +76.1% | -56.1% | -17.4% |
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