+329.9%
COP vs ALM
+1,942.8%
-1,612.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.5% | +8.1% | +1.7% |
| 7D | +3.4% | -4.0% | +7.4% | +3.5% |
| 30D | -0.6% | -30.5% | +29.9% | 0.0% |
| 3M | +10.8% | -46.9% | +57.7% | +11.9% |
| 6M | +19.6% | -65.5% | +85.1% | +21.7% |
| YTD | +52.9% | -13.4% | +66.3% | +51.3% |
| 1Y | +62.2% | +9.8% | +52.4% | +59.3% |
| 3Y | +32.4% | +783.1% | -750.7% | +19.4% |
| 5Y | +129.7% | +378.3% | -248.6% | +108.9% |
| All | +329.9% | +1,942.8% | -1,612.9% | +326.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling