+191.7%
COP vs BAX
-67.0%
+258.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.8% | +4.3% | +1.1% |
| 7D | -0.8% | -2.4% | +1.6% | -0.5% |
| 30D | +15.6% | -9.7% | +25.3% | +17.1% |
| 3M | +14.3% | +29.3% | -14.9% | +9.8% |
| 6M | +17.0% | +40.7% | -23.7% | +10.4% |
| YTD | +47.4% | +30.3% | +17.2% | +40.0% |
| 1Y | +52.4% | +3.4% | +49.0% | +50.8% |
| 3Y | +20.8% | -32.0% | +52.8% | +26.8% |
| 5Y | +191.7% | -66.9% | +258.5% | +245.4% |
| All | +191.7% | -67.0% | +258.7% | +245.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling