+668.0%
BE vs COP
+162.2%
+505.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.6% | -6.5% | -5.7% |
| 7D | +10.8% | +4.4% | +6.4% | +8.3% |
| 30D | -19.8% | 0.0% | -19.7% | -20.4% |
| 3M | -18.7% | +15.0% | -33.7% | -26.0% |
| 6M | -33.7% | +22.0% | -55.7% | -43.0% |
| YTD | +121.0% | +55.3% | +65.6% | +62.6% |
| 1Y | +85.4% | +64.1% | +21.3% | +31.2% |
| 3Y | +1,709.5% | +34.1% | +1,675.5% | +1,293.2% |
| 5Y | +462.2% | +133.4% | +328.8% | +175.6% |
| All | +668.0% | +162.2% | +505.8% | +107.9% |
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