+184.8%
COP vs AU
+686.2%
-501.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.2% |
| 7D | +2.3% | -4.3% | +6.6% | +2.6% |
| 30D | +8.6% | +7.3% | +1.3% | +8.1% |
| 3M | +19.9% | +26.3% | -6.5% | +17.9% |
| 6M | +19.0% | +1.8% | +17.3% | +18.2% |
| YTD | +50.0% | +26.8% | +23.1% | +44.4% |
| 1Y | +50.5% | +66.7% | -16.2% | +39.5% |
| 3Y | +25.2% | +579.1% | -553.9% | -9.6% |
| All | +184.8% | +686.2% | -501.5% | +109.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling