+341.6%
COP vs ACWI
+356.8%
-15.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.0% | -1.0% |
| 7D | +3.0% | +0.5% | +2.5% | +2.4% |
| 30D | +17.5% | +0.9% | +16.6% | +16.2% |
| 3M | +13.4% | +2.4% | +11.0% | +9.3% |
| 6M | +17.7% | +12.4% | +5.4% | +0.8% |
| YTD | +46.6% | +15.2% | +31.4% | +21.9% |
| 1Y | +44.6% | +22.7% | +21.9% | +11.7% |
| 3Y | +20.7% | +75.8% | -55.1% | -38.6% |
| 5Y | +185.0% | +67.7% | +117.3% | +50.4% |
| 10Y | +347.0% | +229.0% | +118.0% | +17.4% |
| All | +341.6% | +356.8% | -15.2% | -20.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling