+3,598.0%
COP vs ARWR
-98.0%
+3,696.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.6% |
| 7D | -11.5% | -2.9% | -8.6% | -11.5% |
| 30D | +5.0% | -5.4% | +10.4% | +5.0% |
| 3M | +17.5% | -32.2% | +49.7% | +17.7% |
| 6M | +16.2% | -26.5% | +42.7% | +16.3% |
| YTD | +48.8% | -12.4% | +61.2% | +48.8% |
| 1Y | +64.1% | +46.9% | +17.2% | +63.7% |
| 3Y | +25.7% | +116.0% | -90.3% | +24.9% |
| 5Y | +114.4% | -28.0% | +142.3% | +113.6% |
| 10Y | +331.7% | +923.9% | -592.3% | +325.6% |
| All | +3,598.0% | -98.0% | +3,696.0% | +3,743.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling