+192.5%
COP vs AGI
+406.3%
-213.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +1.0% |
| 7D | -0.5% | +2.2% | -2.7% | -0.7% |
| 30D | +11.7% | +11.3% | +0.4% | +10.6% |
| 3M | +17.7% | +5.6% | +12.0% | +16.7% |
| 6M | +18.3% | -27.7% | +46.0% | +22.0% |
| YTD | +49.1% | -4.1% | +53.1% | +46.5% |
| 1Y | +53.3% | +13.8% | +39.5% | +46.0% |
| 3Y | +22.2% | +217.0% | -194.9% | -8.0% |
| All | +192.5% | +406.3% | -213.8% | +91.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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