+298.3%
COP vs ALM
+2,221.4%
-1,923.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +8.1% | -9.4% | -1.5% |
| 7D | -8.4% | +0.7% | -9.2% | -8.5% |
| 30D | +0.3% | -26.1% | +26.4% | +0.8% |
| 3M | +15.1% | -38.1% | +53.2% | +16.0% |
| 6M | +19.8% | -55.4% | +75.2% | +21.3% |
| YTD | +46.8% | -0.4% | +47.2% | +44.9% |
| 1Y | +59.7% | +25.4% | +34.4% | +56.5% |
| 3Y | +28.7% | +907.8% | -879.1% | +15.7% |
| 5Y | +110.7% | +440.2% | -329.5% | +91.0% |
| 10Y | +298.3% | +2,031.1% | -1,732.9% | +283.1% |
| All | +298.3% | +2,221.4% | -1,923.1% | +283.1% |
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