-10.6%
BA vs COP
+23.1%
-33.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.5% | -2.4% |
| 7D | -0.1% | -9.7% | +9.6% | +0.9% |
| 30D | -9.1% | +4.7% | -13.8% | -9.6% |
| 3M | -28.2% | +18.5% | -46.7% | -29.6% |
| 6M | -23.1% | +11.4% | -34.5% | -24.1% |
| YTD | -20.6% | +47.9% | -68.4% | -28.3% |
| 1Y | -12.7% | +59.3% | -72.0% | -23.5% |
| All | -10.6% | +23.1% | -33.7% | -16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling