+323.0%
COP vs GWRE
+749.2%
-426.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.0% | +6.1% | +1.9% |
| 7D | -0.5% | -26.2% | +25.7% | +4.0% |
| 30D | +11.7% | -17.8% | +29.5% | +14.4% |
| 3M | +17.7% | +14.2% | +3.4% | +13.1% |
| 6M | +18.3% | -12.9% | +31.2% | +18.1% |
| YTD | +49.1% | -29.2% | +78.3% | +53.7% |
| 1Y | +53.3% | -44.4% | +97.7% | +65.2% |
| 3Y | +22.2% | +51.1% | -28.9% | +3.9% |
| 5Y | +193.3% | +16.5% | +176.8% | +158.6% |
| 10Y | +340.2% | +131.6% | +208.7% | +227.4% |
| All | +323.0% | +749.2% | -426.2% | +184.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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