+129.7%
COP vs MSCI
+7.0%
+122.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.8% |
| 7D | +3.4% | -0.7% | +4.1% | +3.5% |
| 30D | -0.6% | +16.2% | -16.8% | -3.0% |
| 3M | +10.8% | +16.1% | -5.4% | +7.9% |
| 6M | +19.6% | +12.9% | +6.7% | +16.6% |
| YTD | +52.9% | +14.8% | +38.1% | +48.1% |
| 1Y | +62.2% | +13.8% | +48.4% | +57.3% |
| 3Y | +32.4% | +31.2% | +1.1% | +23.2% |
| 5Y | +129.7% | +5.6% | +124.2% | +123.9% |
| All | +129.7% | +7.0% | +122.8% | +123.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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