+1,008.9%
BE vs COP
+148.8%
+860.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.6% | +9.0% | +9.3% |
| 7D | +29.8% | -0.8% | +30.6% | +30.3% |
| 30D | +26.4% | +15.6% | +10.8% | +16.3% |
| 3M | +9.3% | +14.3% | -5.0% | -0.6% |
| 6M | +105.1% | +17.0% | +88.1% | +81.1% |
| YTD | +219.0% | +47.4% | +171.6% | +145.3% |
| 1Y | +418.8% | +52.4% | +366.3% | +285.8% |
| 3Y | +1,784.6% | +20.8% | +1,763.7% | +1,459.4% |
| 5Y | +1,251.0% | +191.7% | +1,059.3% | +464.6% |
| All | +1,008.9% | +148.8% | +860.1% | +213.6% |
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