+325.1%
COP vs BAH
+182.5%
+142.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.8% |
| 7D | -0.8% | -4.3% | +3.5% | +0.2% |
| 30D | +15.6% | -4.5% | +20.0% | +16.7% |
| 3M | +14.3% | -7.6% | +21.9% | +16.0% |
| 6M | +17.0% | -10.6% | +27.6% | +19.2% |
| YTD | +47.4% | -12.6% | +60.0% | +49.8% |
| 1Y | +52.4% | -27.0% | +79.4% | +61.6% |
| 3Y | +20.8% | -31.5% | +52.3% | +23.1% |
| 5Y | +191.7% | -3.8% | +195.5% | +160.1% |
| 10Y | +325.1% | +183.9% | +141.1% | +206.0% |
| All | +325.1% | +182.5% | +142.5% | +206.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling