+675.5%
BE vs COP
+147.8%
+527.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -1.3% | +13.2% | +12.6% |
| 7D | -1.2% | -8.4% | +7.2% | +3.4% |
| 30D | -30.9% | +0.3% | -31.2% | -31.6% |
| 3M | -11.6% | +15.1% | -26.7% | -19.8% |
| 6M | -25.7% | +19.8% | -45.5% | -35.6% |
| YTD | +123.1% | +46.8% | +76.3% | +69.1% |
| 1Y | +43.4% | +59.7% | -16.4% | +2.5% |
| 3Y | +1,683.6% | +28.7% | +1,654.9% | +1,300.1% |
| 5Y | +465.4% | +110.7% | +354.7% | +194.8% |
| All | +675.5% | +147.8% | +527.8% | +116.2% |
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 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