+3,543.5%
COP vs ARWR
-97.0%
+3,640.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | +3.0% | +1.7% | +1.3% | +3.0% |
| 30D | +17.5% | -0.7% | +18.1% | +17.5% |
| 3M | +13.4% | +14.9% | -1.5% | +13.3% |
| 6M | +17.7% | +32.6% | -14.9% | +17.5% |
| YTD | +46.6% | +30.0% | +16.5% | +46.3% |
| 1Y | +44.6% | +208.4% | -163.7% | +43.7% |
| 3Y | +20.7% | +208.8% | -188.1% | +19.7% |
| 5Y | +185.0% | +27.8% | +157.2% | +183.4% |
| 10Y | +347.0% | +1,107.6% | -760.6% | +340.2% |
| All | +3,543.5% | -97.0% | +3,640.5% | +3,681.1% |
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