+60.7%
COP vs AUR
-17.4%
+78.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.4% | -0.7% | -5.4% |
| 7D | -8.1% | -19.8% | +11.7% | -9.3% |
| 30D | +6.7% | -29.0% | +35.7% | +4.7% |
| 3M | +16.9% | -43.6% | +60.5% | +13.6% |
| 6M | +11.2% | -36.6% | +47.8% | +8.8% |
| YTD | +49.5% | +6.3% | +43.3% | +42.8% |
| 1Y | +60.7% | -9.0% | +69.7% | +56.4% |
| All | +60.7% | -17.4% | +78.1% | +56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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