+22.6%
BAC vs COP
+133.8%
-111.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.6% |
| 7D | +3.2% | +4.4% | -1.2% | +2.1% |
| 30D | -0.7% | 0.0% | -0.7% | -1.0% |
| 3M | -20.0% | +15.0% | -35.0% | -23.3% |
| 6M | +3.4% | +22.0% | -18.6% | -2.9% |
| YTD | -5.7% | +55.3% | -61.1% | -18.9% |
| 1Y | -1.4% | +64.1% | -65.6% | -16.9% |
| 3Y | +97.9% | +34.1% | +63.8% | +75.4% |
| All | +22.6% | +133.8% | -111.2% | -18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling