+338.5%
COP vs AGG
+14.2%
+324.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +2.3% | -1.1% | +3.4% | +2.1% |
| 30D | +8.6% | -1.1% | +9.8% | +8.4% |
| 3M | +19.9% | -1.9% | +21.8% | +19.5% |
| 6M | +19.0% | -1.7% | +20.7% | +18.7% |
| YTD | +50.0% | -1.3% | +51.3% | +49.6% |
| 1Y | +50.5% | -0.7% | +51.3% | +50.2% |
| 3Y | +25.2% | +12.5% | +12.7% | +25.0% |
| 5Y | +194.3% | -2.5% | +196.8% | +200.9% |
| All | +338.5% | +14.2% | +324.3% | +423.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 10y: compounded portfolio wealth divided by compounded AGG 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…
10y analysis · Full analysis span regression · 6 months rolling