+49.9%
COP vs CAG
-17.7%
+67.6%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +0.7% |
| 7D | +1.0% | -5.9% | +6.9% | +1.8% |
| 30D | +9.6% | -1.5% | +11.1% | +9.8% |
| 3M | +15.0% | +11.5% | +3.6% | +12.7% |
| 6M | +21.8% | -15.7% | +37.4% | +27.8% |
| YTD | +49.6% | -10.2% | +59.8% | +53.0% |
| 1Y | +49.9% | -18.1% | +67.9% | +55.4% |
| All | +49.9% | -17.7% | +67.6% | +55.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling