+336.7%
COP vs ARWR
+1,024.2%
-687.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.2% | +1.5% |
| 7D | +4.4% | -17.8% | +22.3% | +5.9% |
| 30D | 0.0% | -18.1% | +18.1% | +1.4% |
| 3M | +15.0% | -44.2% | +59.2% | +19.9% |
| 6M | +22.0% | -38.6% | +60.7% | +25.7% |
| YTD | +55.3% | -28.0% | +83.4% | +57.1% |
| 1Y | +64.1% | +16.1% | +48.0% | +58.4% |
| 3Y | +34.1% | +84.0% | -49.9% | +18.9% |
| 5Y | +133.4% | -35.4% | +168.8% | +120.0% |
| All | +336.7% | +1,024.2% | -687.5% | +283.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling