+186.4%
COP vs ALM
+951.0%
-764.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -1.1% |
| 7D | +3.0% | -2.6% | +5.6% | +3.0% |
| 30D | +17.5% | +32.0% | -14.5% | +17.0% |
| 3M | +13.4% | -15.0% | +28.4% | +13.6% |
| 6M | +17.7% | -10.1% | +27.9% | +17.6% |
| YTD | +46.6% | +99.4% | -52.8% | +43.2% |
| 1Y | +44.6% | +316.4% | -271.7% | +37.6% |
| 3Y | +20.7% | +2,022.0% | -2,001.3% | +3.7% |
| All | +186.4% | +951.0% | -764.6% | +159.1% |
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 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