+34.1%
COP vs AG
+195.3%
-161.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.0% | +1.6% |
| 7D | +4.4% | -10.0% | +14.4% | +4.6% |
| 30D | 0.0% | -10.5% | +10.4% | +0.1% |
| 3M | +15.0% | -27.3% | +42.3% | +15.7% |
| 6M | +22.0% | -43.0% | +65.0% | +23.8% |
| YTD | +55.3% | -17.9% | +73.2% | +52.2% |
| 1Y | +64.1% | +11.9% | +52.2% | +56.7% |
| 3Y | +34.1% | +201.8% | -167.7% | +15.5% |
| All | +34.1% | +195.3% | -161.3% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 3y: compounded portfolio wealth divided by compounded AG 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…
3y analysis · Full analysis span regression · 6 months rolling