+340.2%
COP vs CAG
-35.6%
+375.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.3% |
| 7D | -0.5% | -6.6% | +6.1% | +0.9% |
| 30D | +11.7% | +2.3% | +9.4% | +11.2% |
| 3M | +17.7% | +16.3% | +1.4% | +13.7% |
| 6M | +18.3% | -16.0% | +34.3% | +22.0% |
| YTD | +49.1% | -7.7% | +56.8% | +50.6% |
| 1Y | +53.3% | -16.0% | +69.4% | +57.8% |
| 3Y | +22.2% | -37.7% | +59.9% | +32.1% |
| 5Y | +193.3% | -41.2% | +234.5% | +218.8% |
| 10Y | +340.2% | -33.8% | +374.0% | +325.1% |
| All | +340.2% | -35.6% | +375.8% | +325.1% |
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