+60.7%
COP vs ARWR
+59.7%
+1.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.6% | -8.7% | -4.9% |
| 7D | -8.1% | +2.4% | -10.5% | -8.0% |
| 30D | +6.7% | -1.1% | +7.8% | +6.7% |
| 3M | +16.9% | -31.2% | +48.1% | +15.0% |
| 6M | +11.2% | -19.3% | +30.5% | +10.5% |
| YTD | +49.5% | -7.1% | +56.7% | +50.2% |
| 1Y | +60.7% | +62.9% | -2.2% | +56.4% |
| All | +60.7% | +59.7% | +1.0% | +56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 1y: compounded portfolio wealth divided by compounded ARWR 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…
1y analysis · Full analysis span regression · 6 months rolling