+60.7%
COP vs ALM
+44.8%
+15.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.2% | -6.3% | -5.1% |
| 7D | -8.1% | -6.4% | -1.7% | -8.4% |
| 30D | +6.7% | -35.0% | +41.6% | +5.1% |
| 3M | +16.9% | -33.8% | +50.7% | +15.6% |
| 6M | +11.2% | -55.0% | +66.2% | +9.5% |
| YTD | +49.5% | -0.2% | +49.7% | +53.2% |
| 1Y | +60.7% | +41.8% | +18.9% | +69.5% |
| All | +60.7% | +44.8% | +15.9% | +69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling