+237.7%
BAC vs COP
+302.1%
-64.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.6% | -0.1% |
| 7D | +2.1% | -6.1% | +8.2% | +4.6% |
| 30D | -6.7% | +1.1% | -7.8% | -7.6% |
| 3M | -20.2% | +10.9% | -31.2% | -24.3% |
| 6M | -0.2% | +20.8% | -21.0% | -9.4% |
| YTD | -6.4% | +48.0% | -54.4% | -23.5% |
| 1Y | -3.1% | +58.5% | -61.6% | -23.5% |
| 3Y | +96.7% | +28.1% | +68.6% | +67.0% |
| 5Y | +21.3% | +120.5% | -99.2% | -25.8% |
| 10Y | +237.7% | +310.1% | -72.4% | +35.6% |
| All | +237.7% | +302.1% | -64.4% | +35.6% |
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