+191.7%
COP vs CAG
-40.6%
+232.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.8% |
| 7D | -0.8% | -5.3% | +4.4% | 0.0% |
| 30D | +15.6% | +1.0% | +14.6% | +15.3% |
| 3M | +14.3% | +17.4% | -3.0% | +10.8% |
| 6M | +17.0% | -16.8% | +33.8% | +21.0% |
| YTD | +47.4% | -6.8% | +54.2% | +48.9% |
| 1Y | +52.4% | -15.4% | +67.8% | +56.5% |
| 3Y | +20.8% | -37.1% | +57.9% | +28.7% |
| 5Y | +191.7% | -41.3% | +232.9% | +208.0% |
| All | +191.7% | -40.6% | +232.3% | +208.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling