+4,492.0%
COP vs CAG
+604.9%
+3,887.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.9% |
| 7D | +3.0% | -3.8% | +6.8% | +4.0% |
| 30D | +17.5% | +3.1% | +14.4% | +16.5% |
| 3M | +13.4% | +23.5% | -10.1% | +7.2% |
| 6M | +17.7% | -14.8% | +32.6% | +21.4% |
| YTD | +46.6% | -5.4% | +52.0% | +47.3% |
| 1Y | +44.6% | -11.8% | +56.4% | +47.5% |
| 3Y | +20.7% | -36.7% | +57.4% | +31.7% |
| 5Y | +185.0% | -40.3% | +225.3% | +212.9% |
| 10Y | +347.0% | -37.0% | +384.0% | +363.9% |
| All | +4,492.0% | +604.9% | +3,887.1% | +2,766.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling