+348.3%
COP vs ACWI
+330.0%
+18.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -11.5% | -2.4% | -9.2% | -9.5% |
| 30D | +5.0% | -5.2% | +10.1% | +10.6% |
| 3M | +17.5% | -4.8% | +22.3% | +22.8% |
| 6M | +16.2% | -1.3% | +17.5% | +15.4% |
| YTD | +48.8% | +8.4% | +40.4% | +31.0% |
| 1Y | +64.1% | +11.0% | +53.1% | +40.5% |
| 3Y | +25.7% | +70.6% | -44.9% | -34.4% |
| 5Y | +114.4% | +55.3% | +59.1% | +22.2% |
| 10Y | +331.7% | +223.2% | +108.5% | +14.7% |
| All | +348.3% | +330.0% | +18.3% | -14.6% |
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