+190.4%
COP vs AR
-33.4%
+223.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.9% |
| 7D | -11.5% | -14.3% | +2.7% | -7.1% |
| 30D | +5.0% | +1.4% | +3.5% | +4.5% |
| 3M | +17.5% | +3.4% | +14.1% | +16.3% |
| 6M | +16.2% | -2.1% | +18.3% | +17.0% |
| YTD | +48.8% | +4.7% | +44.1% | +46.0% |
| 1Y | +64.1% | +10.6% | +53.5% | +58.1% |
| 3Y | +25.7% | +24.6% | +1.1% | +12.5% |
| 5Y | +114.4% | +71.9% | +42.5% | +67.7% |
| 10Y | +331.7% | +46.4% | +285.3% | +216.0% |
| All | +190.4% | -33.4% | +223.8% | +157.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling