+429.2%
COP vs AG
+445.6%
-16.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.8% |
| 7D | +3.0% | +1.0% | +2.0% | +2.8% |
| 30D | +17.5% | +19.2% | -1.7% | +14.6% |
| 3M | +13.4% | +6.2% | +7.2% | +11.4% |
| 6M | +17.7% | -26.7% | +44.4% | +20.1% |
| YTD | +46.6% | +26.1% | +20.5% | +37.1% |
| 1Y | +44.6% | +131.7% | -87.0% | +22.5% |
| 3Y | +20.7% | +255.3% | -234.7% | -8.6% |
| 5Y | +185.0% | +61.9% | +123.1% | +133.8% |
| 10Y | +347.0% | +72.0% | +275.0% | +221.0% |
| All | +429.2% | +445.6% | -16.5% | +114.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling