+399.1%
BAC vs COP
+343.7%
+55.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.4% |
| 7D | +1.1% | +3.0% | -1.9% | -0.2% |
| 30D | -0.4% | +17.5% | -17.9% | -7.1% |
| 3M | +16.9% | +13.4% | +3.5% | +10.1% |
| 6M | +26.6% | +17.7% | +8.9% | +16.1% |
| YTD | +15.8% | +46.6% | -30.8% | -4.1% |
| 1Y | +27.2% | +44.6% | -17.4% | +5.3% |
| 3Y | +132.4% | +20.7% | +111.7% | +103.8% |
| 5Y | +72.6% | +185.0% | -112.5% | -6.2% |
| All | +399.1% | +343.7% | +55.4% | +107.3% |
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