+911.5%
BE vs COP
+147.4%
+764.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.1% | +8.4% | +7.9% |
| 7D | +20.0% | +3.0% | +17.0% | +18.0% |
| 30D | +7.9% | +17.5% | -9.6% | -1.7% |
| 3M | -13.2% | +13.4% | -26.6% | -20.7% |
| 6M | +53.5% | +17.7% | +35.7% | +34.9% |
| YTD | +191.0% | +46.6% | +144.4% | +124.3% |
| 1Y | +360.5% | +44.6% | +315.9% | +252.9% |
| 3Y | +1,568.0% | +20.7% | +1,547.3% | +1,279.7% |
| 5Y | +1,055.2% | +185.0% | +870.1% | +390.4% |
| All | +911.5% | +147.4% | +764.1% | +186.8% |
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