+193.6%
COP vs AGG
-2.5%
+196.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.0% | 0.0% |
| 7D | +1.0% | -0.9% | +1.9% | +0.5% |
| 30D | +9.6% | -1.0% | +10.5% | +9.0% |
| 3M | +15.0% | -1.3% | +16.3% | +14.4% |
| 6M | +21.8% | -2.1% | +23.8% | +20.8% |
| YTD | +49.6% | -1.2% | +50.8% | +48.9% |
| 1Y | +49.9% | -0.5% | +50.4% | +49.5% |
| 3Y | +22.6% | +12.4% | +10.2% | +26.3% |
| 5Y | +193.6% | -2.4% | +196.0% | +173.9% |
| All | +193.6% | -2.5% | +196.1% | +173.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling