+64.1%
COP vs ARWR
+44.4%
+19.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.7% |
| 7D | -11.5% | -2.9% | -8.6% | -11.7% |
| 30D | +5.0% | -5.4% | +10.4% | +4.7% |
| 3M | +17.5% | -32.2% | +49.7% | +15.3% |
| 6M | +16.2% | -26.5% | +42.7% | +14.8% |
| YTD | +48.8% | -12.4% | +61.2% | +49.0% |
| 1Y | +64.1% | +46.9% | +17.2% | +61.3% |
| All | +64.1% | +44.4% | +19.7% | +61.3% |
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