+193.3%
COP vs BB
-25.5%
+218.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.2% |
| 7D | -0.5% | +1.8% | -2.3% | -0.6% |
| 30D | +11.7% | -12.2% | +23.9% | +12.3% |
| 3M | +17.7% | -12.3% | +30.0% | +17.7% |
| 6M | +18.3% | +122.7% | -104.4% | +11.0% |
| YTD | +49.1% | +104.5% | -55.4% | +40.6% |
| 1Y | +53.3% | +106.7% | -53.4% | +44.2% |
| 3Y | +22.2% | +70.0% | -47.8% | +14.6% |
| 5Y | +193.3% | -27.8% | +221.1% | +203.7% |
| All | +193.3% | -25.5% | +218.8% | +203.7% |
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