+28.1%
BA vs COP
+319.0%
-290.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | 0.0% |
| 7D | -1.7% | -8.4% | +6.7% | +2.0% |
| 30D | -9.5% | +0.3% | -9.7% | -9.9% |
| 3M | -26.5% | +15.1% | -41.6% | -31.5% |
| 6M | -27.4% | +19.8% | -47.1% | -34.5% |
| YTD | -20.6% | +46.8% | -67.4% | -36.4% |
| 1Y | -11.4% | +59.7% | -71.2% | -32.3% |
| 3Y | -10.8% | +28.7% | -39.5% | -26.6% |
| 5Y | -21.9% | +110.7% | -132.6% | -54.5% |
| 10Y | +28.1% | +298.3% | -270.2% | -47.4% |
| All | +28.1% | +319.0% | -290.9% | -47.4% |
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