+34.1%
COP vs ALM
+909.2%
-875.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.7% | -6.1% | +1.6% |
| 7D | +4.4% | +1.2% | +3.2% | +4.4% |
| 30D | 0.0% | -19.3% | +19.3% | -0.2% |
| 3M | +15.0% | -40.6% | +55.7% | +14.8% |
| 6M | +22.0% | -57.9% | +79.9% | +21.9% |
| YTD | +55.3% | -6.7% | +62.0% | +53.8% |
| 1Y | +64.1% | +20.2% | +44.0% | +62.0% |
| 3Y | +34.1% | +879.4% | -845.4% | +29.9% |
| All | +34.1% | +909.2% | -875.1% | +29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling