+329.9%
COP vs AR
+57.2%
+272.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.2% |
| 7D | +3.4% | +6.4% | -3.0% | +1.5% |
| 30D | -0.6% | +3.1% | -3.7% | -1.5% |
| 3M | +10.8% | +3.3% | +7.5% | +9.7% |
| 6M | +19.6% | +6.6% | +13.1% | +17.3% |
| YTD | +52.9% | +12.3% | +40.6% | +47.0% |
| 1Y | +62.2% | +12.3% | +49.9% | +55.7% |
| 3Y | +32.4% | +50.4% | -18.1% | +12.9% |
| 5Y | +129.7% | +101.0% | +28.7% | +75.5% |
| All | +329.9% | +57.2% | +272.7% | +211.1% |
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