+1,288.1%
COP vs AGG
+97.4%
+1,190.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.0% |
| 7D | -0.5% | -0.2% | -0.3% | -0.5% |
| 30D | +11.7% | -0.2% | +11.9% | +11.7% |
| 3M | +17.7% | -0.7% | +18.4% | +17.5% |
| 6M | +18.3% | -1.8% | +20.1% | +18.0% |
| YTD | +49.1% | -0.6% | +49.6% | +49.0% |
| 1Y | +53.3% | +0.4% | +52.9% | +53.5% |
| 3Y | +22.2% | +13.2% | +9.0% | +24.6% |
| 5Y | +193.3% | -2.0% | +195.3% | +193.2% |
| 10Y | +340.2% | +15.1% | +325.2% | +357.2% |
| All | +1,288.1% | +97.4% | +1,190.7% | +1,193.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling