+32.0%
COP vs ARWR
+77.5%
-45.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.5% | +6.1% | +1.8% |
| 7D | +3.4% | -17.9% | +21.3% | +4.2% |
| 30D | -0.6% | -18.9% | +18.3% | +0.2% |
| 3M | +10.8% | -46.0% | +56.7% | +13.7% |
| 6M | +19.6% | -40.3% | +60.0% | +21.8% |
| YTD | +52.9% | -29.0% | +81.9% | +53.5% |
| 1Y | +62.2% | +13.8% | +48.4% | +55.9% |
| All | +32.0% | +77.5% | -45.5% | +13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling