+188.7%
COP vs AR
-32.8%
+221.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | -0.2% |
| 7D | -9.7% | -11.7% | +2.0% | -6.0% |
| 30D | +4.7% | +1.8% | +2.9% | +4.1% |
| 3M | +18.5% | +6.0% | +12.6% | +16.4% |
| 6M | +11.4% | -7.0% | +18.4% | +13.9% |
| YTD | +47.9% | +5.6% | +42.3% | +44.7% |
| 1Y | +59.3% | +10.8% | +48.5% | +53.4% |
| 3Y | +23.6% | +19.3% | +4.3% | +12.1% |
| 5Y | +113.1% | +73.3% | +39.8% | +66.3% |
| 10Y | +329.1% | +47.6% | +281.5% | +213.3% |
| All | +188.7% | -32.8% | +221.5% | +155.3% |
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 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