+58.5%
COP vs BAX
+47.2%
+11.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -6.1% | +3.6% | -9.7% | -5.7% |
| 30D | +1.1% | +8.5% | -7.4% | +2.1% |
| 3M | +10.9% | -4.9% | +15.8% | +11.2% |
| 6M | +20.8% | +47.0% | -26.2% | +24.0% |
| YTD | +48.0% | +38.4% | +9.6% | +49.7% |
| 1Y | +58.5% | +49.1% | +9.4% | +58.8% |
| All | +58.5% | +47.2% | +11.3% | +58.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling