+251.7%
BAC vs COP
+319.0%
-67.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.3% | +3.6% | +2.8% |
| 7D | +2.0% | -8.4% | +10.4% | +5.6% |
| 30D | -6.9% | +0.3% | -7.2% | -7.5% |
| 3M | -19.6% | +15.1% | -34.7% | -24.8% |
| 6M | -0.5% | +19.8% | -20.2% | -9.3% |
| YTD | -6.6% | +46.8% | -53.4% | -23.4% |
| 1Y | -3.0% | +59.7% | -62.7% | -23.6% |
| 3Y | +97.3% | +28.7% | +68.6% | +67.2% |
| 5Y | +21.9% | +110.7% | -88.8% | -23.7% |
| 10Y | +251.7% | +298.3% | -46.6% | +44.1% |
| All | +251.7% | +319.0% | -67.3% | +44.1% |
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