+132.2%
COP vs BAH
+6.1%
+126.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.8% | +1.6% |
| 7D | +4.4% | +1.7% | +2.7% | +4.1% |
| 30D | 0.0% | +20.8% | -20.8% | -3.4% |
| 3M | +15.0% | +11.6% | +3.5% | +12.5% |
| 6M | +22.0% | +23.1% | -1.1% | +16.8% |
| YTD | +55.3% | +5.3% | +50.1% | +51.8% |
| 1Y | +64.1% | +6.1% | +58.0% | +60.1% |
| 3Y | +34.1% | -27.5% | +61.6% | +33.0% |
| All | +132.2% | +6.1% | +126.1% | +90.9% |
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