+336.7%
COP vs CAG
-37.3%
+374.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.3% | +1.4% |
| 7D | +4.4% | -3.3% | +7.8% | +5.1% |
| 30D | 0.0% | +7.7% | -7.7% | -1.7% |
| 3M | +15.0% | -3.2% | +18.2% | +15.4% |
| 6M | +22.0% | +7.0% | +15.0% | +19.5% |
| YTD | +55.3% | -9.0% | +64.3% | +56.9% |
| 1Y | +64.1% | -9.6% | +73.7% | +66.0% |
| 3Y | +34.1% | -36.0% | +70.1% | +43.6% |
| 5Y | +133.4% | -40.9% | +174.2% | +152.3% |
| All | +336.7% | -37.3% | +374.0% | +388.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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