+325.1%
COP vs ALM
+3,219.4%
-2,894.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.8% | -8.2% | +0.4% |
| 7D | -0.8% | +8.4% | -9.3% | -1.0% |
| 30D | +15.6% | +34.8% | -19.3% | +14.8% |
| 3M | +14.3% | +16.2% | -1.9% | +13.7% |
| 6M | +17.0% | +2.1% | +14.8% | +16.3% |
| YTD | +47.4% | +117.0% | -69.6% | +43.4% |
| 1Y | +52.4% | +313.9% | -261.4% | +45.0% |
| 3Y | +20.8% | +2,327.9% | -2,307.1% | +6.2% |
| 5Y | +191.7% | +1,040.6% | -849.0% | +160.6% |
| 10Y | +325.1% | +3,219.4% | -2,894.4% | +280.8% |
| All | +325.1% | +3,219.4% | -2,894.4% | +280.8% |
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