+388.9%
COP vs BAH
+886.2%
-497.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.7% |
| 7D | +3.0% | -3.2% | +6.2% | +3.8% |
| 30D | +17.5% | +2.0% | +15.5% | +16.8% |
| 3M | +13.4% | -7.6% | +21.0% | +15.0% |
| 6M | +17.7% | -5.7% | +23.4% | +18.4% |
| YTD | +46.6% | -11.7% | +58.3% | +48.6% |
| 1Y | +44.6% | -27.4% | +72.0% | +53.6% |
| 3Y | +20.7% | -32.5% | +53.2% | +25.2% |
| 5Y | +185.0% | -3.3% | +188.4% | +162.2% |
| 10Y | +347.0% | +186.0% | +161.0% | +207.3% |
| All | +388.9% | +886.2% | -497.3% | +130.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling