-11.5%
BA vs COP
+58.8%
-70.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -1.0% |
| 7D | -1.7% | -8.4% | +6.7% | -4.1% |
| 30D | -9.5% | +0.3% | -9.7% | -8.9% |
| 3M | -26.5% | +15.1% | -41.6% | -21.7% |
| 6M | -27.4% | +19.8% | -47.1% | -21.2% |
| YTD | -20.6% | +46.8% | -67.4% | -12.6% |
| All | -11.5% | +58.8% | -70.3% | -0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling