+60.7%
COP vs AU
+42.5%
+18.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +8.0% | -13.2% | -4.2% |
| 7D | -8.1% | +0.8% | -8.9% | -7.8% |
| 30D | +6.7% | -7.0% | +13.6% | +6.2% |
| 3M | +16.9% | +8.5% | +8.3% | +19.4% |
| 6M | +11.2% | -1.3% | +12.4% | +12.9% |
| YTD | +49.5% | +6.8% | +42.8% | +50.5% |
| 1Y | +60.7% | +44.6% | +16.1% | +60.1% |
| All | +60.7% | +42.5% | +18.2% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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