+320.3%
COP vs AR
+44.3%
+275.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | -11.5% | -14.3% | +2.7% | -7.3% |
| 30D | +5.0% | +1.4% | +3.5% | +4.5% |
| 3M | +17.5% | +3.4% | +14.1% | +16.4% |
| 6M | +16.2% | -2.1% | +18.3% | +17.0% |
| YTD | +48.8% | +4.7% | +44.1% | +46.2% |
| 1Y | +64.1% | +10.6% | +53.5% | +58.4% |
| 3Y | +25.7% | +24.6% | +1.1% | +13.3% |
| 5Y | +114.4% | +71.9% | +42.5% | +71.1% |
| All | +320.3% | +44.3% | +275.9% | +208.1% |
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