+387.2%
BE vs COP
+113.7%
+273.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.6% | +2.8% | +3.3% |
| 7D | -14.7% | -11.5% | -3.2% | -12.2% |
| 30D | -40.5% | +5.0% | -45.5% | -41.6% |
| 3M | -24.3% | +17.5% | -41.8% | -28.4% |
| 6M | -39.3% | +16.2% | -55.5% | -43.0% |
| YTD | +99.4% | +48.8% | +50.6% | +68.9% |
| 1Y | +26.6% | +64.1% | -37.5% | +2.7% |
| 3Y | +1,616.9% | +25.7% | +1,591.3% | +1,413.7% |
| All | +387.2% | +113.7% | +273.4% | +265.2% |
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