+132.2%
COP vs B
+107.0%
+25.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.2% | +1.6% |
| 7D | +4.4% | -7.3% | +11.7% | +5.0% |
| 30D | 0.0% | -3.3% | +3.3% | +0.1% |
| 3M | +15.0% | -7.8% | +22.8% | +15.5% |
| 6M | +22.0% | -15.5% | +37.5% | +23.4% |
| YTD | +55.3% | -12.3% | +67.6% | +54.7% |
| 1Y | +64.1% | +5.4% | +58.8% | +57.9% |
| 3Y | +34.1% | +165.5% | -131.5% | +3.4% |
| All | +132.2% | +107.0% | +25.2% | +100.9% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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