+31.2%
COP vs AS
+142.2%
-111.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.1% | -4.5% | -1.4% |
| 7D | -8.4% | +5.8% | -14.3% | -8.6% |
| 30D | +0.3% | +15.4% | -15.1% | -0.2% |
| 3M | +15.1% | -11.9% | +27.0% | +15.9% |
| 6M | +19.8% | -9.9% | +29.7% | +20.3% |
| YTD | +46.8% | -13.1% | +59.9% | +47.5% |
| 1Y | +59.7% | +9.9% | +49.9% | +55.1% |
| All | +31.2% | +142.2% | -111.0% | +15.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling