+20.1%
COP vs BAX
-29.9%
+50.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.2% |
| 7D | +3.0% | -1.1% | +4.1% | +3.1% |
| 30D | +17.5% | -5.5% | +22.9% | +18.2% |
| 3M | +13.4% | +33.5% | -20.2% | +8.9% |
| 6M | +17.7% | +35.9% | -18.1% | +12.7% |
| YTD | +46.6% | +35.4% | +11.2% | +39.2% |
| 1Y | +44.6% | +9.8% | +34.9% | +42.8% |
| All | +20.1% | -29.9% | +50.0% | +22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling