+1,462.0%
BA vs COP
+4,578.7%
-3,116.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.5% | -2.2% |
| 7D | -0.1% | -9.7% | +9.6% | +3.5% |
| 30D | -9.1% | +4.7% | -13.8% | -10.9% |
| 3M | -28.2% | +18.5% | -46.7% | -32.9% |
| 6M | -23.1% | +11.4% | -34.5% | -27.4% |
| YTD | -20.6% | +47.9% | -68.4% | -33.5% |
| 1Y | -12.7% | +59.3% | -72.0% | -29.2% |
| 3Y | -11.6% | +23.6% | -35.1% | -22.7% |
| 5Y | -23.1% | +113.1% | -136.2% | -47.8% |
| 10Y | +34.4% | +329.1% | -294.7% | -32.4% |
| All | +1,462.0% | +4,578.7% | -3,116.7% | +338.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling