+323.9%
COP vs HWM
+1,165.4%
-841.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | -0.4% |
| 7D | -11.5% | +3.3% | -14.8% | -13.0% |
| 30D | +5.0% | -7.6% | +12.6% | +7.4% |
| 3M | +17.5% | -28.9% | +46.4% | +32.4% |
| 6M | +16.2% | -19.7% | +35.9% | +22.9% |
| YTD | +48.8% | +0.5% | +48.2% | +39.8% |
| 1Y | +64.1% | +0.3% | +63.8% | +53.9% |
| 3Y | +25.7% | +325.8% | -300.2% | -43.0% |
| 5Y | +114.4% | +524.7% | -410.4% | -21.1% |
| 10Y | +331.7% | +1,491.8% | -1,160.1% | +8.6% |
| All | +323.9% | +1,165.4% | -841.5% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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