+113.0%
COP vs ACWI
+54.8%
+58.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -11.5% | -2.4% | -9.2% | -10.4% |
| 30D | +5.0% | -5.2% | +10.1% | +8.0% |
| 3M | +17.5% | -4.8% | +22.3% | +20.4% |
| 6M | +16.2% | -1.3% | +17.5% | +15.7% |
| YTD | +48.8% | +8.4% | +40.4% | +37.2% |
| 1Y | +64.1% | +11.0% | +53.1% | +48.4% |
| 3Y | +25.7% | +70.6% | -44.9% | -19.7% |
| All | +113.0% | +54.8% | +58.2% | +48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling