+57.2%
COP vs BAH
+2.1%
+55.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.5% |
| 7D | -8.4% | -1.5% | -6.9% | -8.3% |
| 30D | +0.3% | +17.3% | -17.0% | -2.2% |
| 3M | +15.1% | +14.9% | +0.2% | +12.5% |
| 6M | +19.8% | +14.2% | +5.5% | +16.7% |
| YTD | +46.8% | +5.1% | +41.7% | +39.8% |
| All | +57.2% | +2.1% | +55.1% | +53.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling