+4,615.1%
COP vs CAG
+583.1%
+4,032.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.0% | +2.2% |
| 7D | +0.7% | -1.8% | +2.4% | +1.0% |
| 30D | +0.2% | +9.7% | -9.4% | -2.3% |
| 3M | +10.2% | +0.5% | +9.7% | +9.6% |
| 6M | +20.1% | +8.9% | +11.2% | +16.6% |
| YTD | +50.5% | -8.4% | +58.9% | +51.8% |
| 1Y | +56.8% | -8.3% | +65.1% | +58.1% |
| 3Y | +30.3% | -36.1% | +66.4% | +41.3% |
| 5Y | +126.8% | -40.1% | +167.0% | +147.9% |
| 10Y | +325.0% | -36.9% | +361.9% | +339.8% |
| All | +4,615.1% | +583.1% | +4,032.0% | +2,854.2% |
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