+341.0%
COP vs AR
+47.7%
+293.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | +3.0% | +2.5% | +0.5% | +2.2% |
| 30D | +17.5% | +14.8% | +2.7% | +12.7% |
| 3M | +13.4% | +6.2% | +7.1% | +11.3% |
| 6M | +17.7% | +4.3% | +13.4% | +16.2% |
| YTD | +46.6% | +14.4% | +32.2% | +40.2% |
| 1Y | +44.6% | +21.3% | +23.3% | +35.4% |
| 3Y | +20.7% | +39.8% | -19.1% | +4.9% |
| 5Y | +185.0% | +142.1% | +43.0% | +105.5% |
| All | +341.0% | +47.7% | +293.3% | +235.8% |
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