+325.0%
COP vs AR
+58.9%
+266.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.1% | +1.2% |
| 7D | +0.7% | +2.1% | -1.4% | 0.0% |
| 30D | +0.2% | +4.5% | -4.3% | -1.1% |
| 3M | +10.2% | +1.0% | +9.2% | +9.9% |
| 6M | +20.1% | +4.4% | +15.7% | +18.5% |
| YTD | +50.5% | +10.9% | +39.6% | +45.3% |
| 1Y | +56.8% | +8.6% | +48.3% | +52.1% |
| 3Y | +30.3% | +48.5% | -18.2% | +11.6% |
| 5Y | +126.8% | +95.7% | +31.1% | +74.5% |
| 10Y | +325.0% | +55.5% | +269.5% | +208.6% |
| All | +325.0% | +58.9% | +266.0% | +208.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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