+120.5%
COP vs ACWI
+59.2%
+61.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.1% |
| 7D | -6.1% | -0.2% | -5.9% | -6.2% |
| 30D | +1.1% | -3.3% | +4.4% | +2.8% |
| 3M | +10.9% | -3.4% | +14.3% | +12.7% |
| 6M | +20.8% | +0.8% | +20.0% | +18.7% |
| YTD | +48.0% | +10.7% | +37.3% | +34.9% |
| 1Y | +58.5% | +11.6% | +46.9% | +43.4% |
| 3Y | +28.1% | +73.4% | -45.3% | -18.6% |
| 5Y | +120.5% | +60.2% | +60.3% | +48.3% |
| All | +120.5% | +59.2% | +61.3% | +48.3% |
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