+186.4%
COP vs ACWI
+67.7%
+118.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.0% | -1.1% |
| 7D | +3.0% | +0.5% | +2.5% | +2.7% |
| 30D | +17.5% | +0.9% | +16.6% | +16.8% |
| 3M | +13.4% | +2.4% | +11.0% | +11.2% |
| 6M | +17.7% | +12.4% | +5.4% | +7.3% |
| YTD | +46.6% | +15.2% | +31.4% | +30.9% |
| 1Y | +44.6% | +22.7% | +21.9% | +22.6% |
| 3Y | +20.7% | +75.8% | -55.1% | -23.6% |
| All | +186.4% | +67.7% | +118.7% | +91.3% |
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