+186.4%
COP vs BAH
-3.4%
+189.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.8% |
| 7D | +3.0% | -3.2% | +6.2% | +3.6% |
| 30D | +17.5% | +2.0% | +15.5% | +17.0% |
| 3M | +13.4% | -7.6% | +21.0% | +14.6% |
| 6M | +17.7% | -5.7% | +23.4% | +18.2% |
| YTD | +46.6% | -11.7% | +58.3% | +48.0% |
| 1Y | +44.6% | -27.4% | +72.0% | +51.1% |
| 3Y | +20.7% | -32.5% | +53.2% | +19.4% |
| All | +186.4% | -3.4% | +189.8% | +145.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling