+329.9%
COP vs BAX
-36.0%
+365.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +2.1% |
| 7D | +3.4% | +0.4% | +3.0% | +3.3% |
| 30D | -0.6% | +3.4% | -4.0% | -1.8% |
| 3M | +10.8% | -4.5% | +15.2% | +11.3% |
| 6M | +19.6% | +44.0% | -24.4% | +7.1% |
| YTD | +52.9% | +34.9% | +18.0% | +36.8% |
| 1Y | +62.2% | +37.9% | +24.3% | +44.0% |
| 3Y | +32.4% | -17.1% | +49.4% | +32.6% |
| 5Y | +129.7% | -64.3% | +194.0% | +212.2% |
| All | +329.9% | -36.0% | +365.9% | +395.6% |
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