+340.2%
COP vs BAX
-37.8%
+378.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.6% |
| 7D | -0.5% | -5.1% | +4.6% | +0.8% |
| 30D | +11.7% | -12.2% | +23.9% | +15.2% |
| 3M | +17.7% | +21.8% | -4.1% | +10.9% |
| 6M | +18.3% | +36.3% | -18.0% | +7.2% |
| YTD | +49.1% | +27.8% | +21.3% | +36.0% |
| 1Y | +53.3% | -0.1% | +53.4% | +49.8% |
| 3Y | +22.2% | -33.3% | +55.5% | +31.4% |
| 5Y | +193.3% | -67.1% | +260.4% | +307.2% |
| 10Y | +340.2% | -36.9% | +377.2% | +426.0% |
| All | +340.2% | -37.8% | +378.0% | +426.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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