+60.7%
COP vs AS
+3.3%
+57.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +5.1% | -10.3% | -3.7% |
| 7D | -8.1% | +13.8% | -21.9% | -4.5% |
| 30D | +6.7% | +16.7% | -10.0% | +11.7% |
| 3M | +16.9% | -11.5% | +28.4% | +14.1% |
| 6M | +11.2% | -5.5% | +16.7% | +11.2% |
| YTD | +49.5% | -14.2% | +63.7% | +49.3% |
| 1Y | +60.7% | +2.1% | +58.6% | +60.3% |
| All | +60.7% | +3.3% | +57.4% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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