+132.2%
COP vs AR
+99.4%
+32.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | +4.4% | +7.4% | -3.0% | +1.5% |
| 30D | 0.0% | +5.8% | -5.8% | -2.2% |
| 3M | +15.0% | +5.2% | +9.8% | +12.7% |
| 6M | +22.0% | +5.4% | +16.6% | +19.4% |
| YTD | +55.3% | +12.4% | +42.9% | +47.6% |
| 1Y | +64.1% | +12.8% | +51.3% | +55.4% |
| 3Y | +34.1% | +47.2% | -13.1% | +9.5% |
| All | +132.2% | +99.4% | +32.8% | +65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling