+192.2%
COP vs AUR
-35.7%
+227.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | +0.2% |
| 7D | +2.3% | +1.4% | +0.9% | +2.3% |
| 30D | +8.6% | -6.4% | +15.0% | +8.8% |
| 3M | +19.9% | +7.7% | +12.2% | +19.3% |
| 6M | +19.0% | +44.5% | -25.5% | +16.7% |
| YTD | +50.0% | +67.4% | -17.5% | +46.0% |
| 1Y | +50.5% | +15.4% | +35.1% | +48.5% |
| 3Y | +25.2% | +94.8% | -69.6% | +18.2% |
| 5Y | +194.3% | -35.1% | +229.4% | +152.2% |
| All | +192.2% | -35.7% | +227.9% | +150.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling