+298.3%
COP vs ARWR
+921.6%
-623.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -15.3% | +14.0% | -0.1% |
| 7D | -8.4% | -17.3% | +8.9% | -7.2% |
| 30D | +0.3% | -21.5% | +21.8% | +2.0% |
| 3M | +15.1% | -43.8% | +58.9% | +20.0% |
| 6M | +19.8% | -32.3% | +52.0% | +22.4% |
| YTD | +46.8% | -25.8% | +72.6% | +48.1% |
| 1Y | +59.7% | +25.5% | +34.2% | +53.1% |
| 3Y | +28.7% | +84.1% | -55.4% | +14.2% |
| 5Y | +110.7% | -39.2% | +149.9% | +100.0% |
| 10Y | +298.3% | +1,072.4% | -774.1% | +250.4% |
| All | +298.3% | +921.6% | -623.3% | +250.4% |
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 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