+31.0%
COP vs AS
+120.4%
-89.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.6% | -4.7% | -1.2% |
| 7D | +3.0% | -4.9% | +7.9% | +3.2% |
| 30D | +17.5% | -19.6% | +37.1% | +18.6% |
| 3M | +13.4% | -14.4% | +27.7% | +13.9% |
| 6M | +17.7% | -20.1% | +37.9% | +18.8% |
| YTD | +46.6% | -20.9% | +67.5% | +47.7% |
| 1Y | +44.6% | -21.9% | +66.5% | +45.6% |
| All | +31.0% | +120.4% | -89.3% | +15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling