+193.6%
COP vs AUR
-36.2%
+229.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.0% | +0.5% |
| 7D | +1.0% | +0.2% | +0.8% | +1.0% |
| 30D | +9.6% | -8.9% | +18.5% | +9.8% |
| 3M | +15.0% | +4.6% | +10.4% | +14.6% |
| 6M | +21.8% | +44.9% | -23.1% | +19.4% |
| YTD | +49.6% | +64.8% | -15.2% | +45.8% |
| 1Y | +49.9% | +16.4% | +33.5% | +47.8% |
| 3Y | +22.6% | +85.1% | -62.5% | +16.0% |
| 5Y | +193.6% | -36.1% | +229.7% | +161.1% |
| All | +193.6% | -36.2% | +229.8% | +161.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling