-0.9%
BA vs COP
+186.8%
-187.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.1% |
| 7D | +1.2% | +3.0% | -1.8% | +0.5% |
| 30D | -11.6% | +17.5% | -29.1% | -14.8% |
| 3M | -2.4% | +13.4% | -15.7% | -5.5% |
| 6M | -6.6% | +17.7% | -24.4% | -11.5% |
| YTD | -2.2% | +46.6% | -48.8% | -13.6% |
| 1Y | -8.0% | +44.6% | -52.6% | -18.7% |
| 3Y | -5.0% | +20.7% | -25.7% | -13.2% |
| All | -0.9% | +186.8% | -187.8% | -41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling