+1,064.4%
BAC vs COP
+4,606.6%
-3,542.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -1.0% |
| 7D | -1.2% | -11.5% | +10.4% | +4.4% |
| 30D | -7.7% | +5.0% | -12.6% | -10.2% |
| 3M | -21.2% | +17.5% | -38.6% | -27.6% |
| 6M | -6.8% | +16.2% | -23.1% | -14.7% |
| YTD | -8.7% | +48.8% | -57.5% | -26.9% |
| 1Y | -5.3% | +64.1% | -69.4% | -27.9% |
| 3Y | +87.4% | +25.7% | +61.8% | +58.0% |
| 5Y | +18.9% | +114.4% | -95.4% | -27.6% |
| 10Y | +273.3% | +331.7% | -58.4% | +43.4% |
| All | +1,064.4% | +4,606.6% | -3,542.2% | +134.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling