+28.7%
COP vs BAX
-17.7%
+46.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.7% | -1.5% |
| 7D | -8.4% | +9.0% | -17.5% | -9.2% |
| 30D | +0.3% | +8.5% | -8.2% | -0.6% |
| 3M | +15.1% | -4.1% | +19.2% | +15.6% |
| 6M | +19.8% | +46.9% | -27.2% | +13.3% |
| YTD | +46.8% | +38.4% | +8.4% | +38.8% |
| 1Y | +59.7% | +47.0% | +12.7% | +48.9% |
| 3Y | +28.7% | -14.9% | +43.6% | +34.6% |
| All | +28.7% | -17.7% | +46.4% | +34.6% |
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 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