+113.0%
COP vs ALM
+396.4%
-283.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.6% |
| 7D | -11.5% | -6.7% | -4.9% | -11.5% |
| 30D | +5.0% | -32.9% | +37.8% | +5.4% |
| 3M | +17.5% | -39.5% | +57.0% | +18.1% |
| 6M | +16.2% | -62.0% | +78.2% | +17.6% |
| YTD | +48.8% | -7.8% | +56.6% | +46.6% |
| 1Y | +64.1% | +26.7% | +37.4% | +60.0% |
| 3Y | +25.7% | +825.4% | -799.7% | +9.7% |
| All | +113.0% | +396.4% | -283.4% | +95.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling