+56.8%
COP vs AS
+2.8%
+54.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +0.9% |
| 7D | +0.7% | -3.0% | +3.7% | -0.2% |
| 30D | +0.2% | +9.6% | -9.3% | +3.3% |
| 3M | +10.2% | -8.2% | +18.4% | +8.4% |
| 6M | +20.1% | -9.9% | +30.0% | +18.3% |
| YTD | +50.5% | -16.8% | +67.3% | +48.7% |
| 1Y | +56.8% | +3.0% | +53.8% | +58.6% |
| All | +56.8% | +2.8% | +54.0% | +58.6% |
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