+2,088.9%
COP vs BB
+307.3%
+1,781.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.4% | -3.8% | +0.2% |
| 7D | -11.5% | +3.8% | -15.3% | -11.9% |
| 30D | +5.0% | -0.3% | +5.3% | +4.6% |
| 3M | +17.5% | -0.5% | +17.9% | +16.8% |
| 6M | +16.2% | +45.9% | -29.7% | +10.4% |
| YTD | +48.8% | +130.6% | -81.8% | +34.9% |
| 1Y | +64.1% | +89.2% | -25.1% | +51.2% |
| 3Y | +25.7% | +137.5% | -111.8% | +10.0% |
| 5Y | +114.4% | -20.9% | +135.3% | +103.0% |
| 10Y | +331.7% | +25.4% | +306.3% | +258.7% |
| All | +2,088.9% | +307.3% | +1,781.6% | +1,540.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling