+1,227.8%
BE vs COP
+195.6%
+1,032.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.1% | -4.0% | -3.2% |
| 7D | +23.9% | -0.5% | +24.4% | +24.0% |
| 30D | +27.8% | +11.7% | +16.1% | +23.7% |
| 3M | +3.7% | +17.7% | -14.0% | -2.0% |
| 6M | +78.0% | +18.3% | +59.6% | +66.0% |
| YTD | +209.9% | +49.1% | +160.8% | +164.6% |
| 1Y | +389.6% | +53.3% | +336.3% | +310.2% |
| 3Y | +1,730.6% | +22.2% | +1,708.4% | +1,543.2% |
| 5Y | +1,227.8% | +193.3% | +1,034.5% | +841.3% |
| All | +1,227.8% | +195.6% | +1,032.2% | +841.3% |
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