+33.0%
COP vs AS
+134.9%
-101.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.6% |
| 7D | -11.5% | +6.9% | -18.5% | -11.7% |
| 30D | +5.0% | +16.0% | -11.0% | +4.4% |
| 3M | +17.5% | -12.8% | +30.3% | +18.3% |
| 6M | +16.2% | -15.4% | +31.6% | +17.2% |
| YTD | +48.8% | -15.7% | +64.5% | +49.6% |
| 1Y | +64.1% | +6.1% | +58.0% | +59.6% |
| All | +33.0% | +134.9% | -101.9% | +17.2% |
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