+186.4%
COP vs AR
+143.7%
+42.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.8% |
| 7D | +3.0% | +2.5% | +0.5% | +2.0% |
| 30D | +17.5% | +14.8% | +2.7% | +11.5% |
| 3M | +13.4% | +6.2% | +7.1% | +10.7% |
| 6M | +17.7% | +4.3% | +13.4% | +15.7% |
| YTD | +46.6% | +14.4% | +32.2% | +38.5% |
| 1Y | +44.6% | +21.3% | +23.3% | +33.0% |
| 3Y | +20.7% | +39.8% | -19.1% | +0.6% |
| All | +186.4% | +143.7% | +42.6% | +90.3% |
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