+26.8%
BA vs COP
+321.4%
-294.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | -0.1% |
| 7D | -1.4% | +0.7% | -2.1% | -1.7% |
| 30D | -7.9% | +0.2% | -8.1% | -8.3% |
| 3M | -25.2% | +10.2% | -35.4% | -28.8% |
| 6M | -26.7% | +20.1% | -46.8% | -34.0% |
| YTD | -19.6% | +50.5% | -70.1% | -36.4% |
| 1Y | -10.6% | +56.8% | -67.4% | -31.0% |
| 3Y | -11.2% | +30.3% | -41.5% | -27.3% |
| 5Y | -20.4% | +126.8% | -147.3% | -55.5% |
| 10Y | +26.8% | +325.0% | -298.2% | -48.6% |
| All | +26.8% | +321.4% | -294.7% | -48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 10y: compounded portfolio wealth divided by compounded COP 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…
10y analysis · Full analysis span regression · 6 months rolling