+2,056.6%
COP vs BB
+258.8%
+1,797.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +3.0% | -5.6% | +8.6% | +3.5% |
| 30D | +17.5% | -11.8% | +29.3% | +18.6% |
| 3M | +13.4% | -25.5% | +38.9% | +15.4% |
| 6M | +17.7% | +121.3% | -103.5% | +7.7% |
| YTD | +46.6% | +103.2% | -56.6% | +35.1% |
| 1Y | +44.6% | +102.6% | -58.0% | +32.8% |
| 3Y | +20.7% | +37.5% | -16.8% | +11.3% |
| 5Y | +185.0% | -30.4% | +215.5% | +173.7% |
| 10Y | +347.0% | 0.0% | +347.0% | +280.5% |
| All | +2,056.6% | +258.8% | +1,797.8% | +1,542.4% |
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