+113.0%
COP vs BB
-20.8%
+133.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.4% | -3.8% | +0.4% |
| 7D | -11.5% | +3.8% | -15.3% | -11.7% |
| 30D | +5.0% | -0.3% | +5.3% | +4.8% |
| 3M | +17.5% | -0.5% | +17.9% | +17.2% |
| 6M | +16.2% | +45.9% | -29.7% | +12.5% |
| YTD | +48.8% | +130.6% | -81.8% | +39.4% |
| 1Y | +64.1% | +89.2% | -25.1% | +55.7% |
| 3Y | +25.7% | +137.5% | -111.8% | +15.0% |
| All | +113.0% | -20.8% | +133.8% | +137.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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