+214.5%
BAC vs COP
+335.3%
-120.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -1.0% |
| 7D | +1.5% | +3.4% | -1.9% | +0.1% |
| 30D | -6.4% | -0.6% | -5.8% | -6.6% |
| 3M | -21.7% | +10.8% | -32.4% | -25.6% |
| 6M | +0.5% | +19.6% | -19.1% | -8.3% |
| YTD | -6.7% | +52.9% | -59.6% | -24.8% |
| 1Y | -4.7% | +62.2% | -66.9% | -25.4% |
| 3Y | +96.1% | +32.4% | +63.7% | +64.2% |
| 5Y | +21.7% | +129.7% | -108.0% | -26.9% |
| All | +214.5% | +335.3% | -120.9% | +23.6% |
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