+310.1%
COP vs BBWI
-44.4%
+354.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | -6.1% | -4.2% | -1.9% | -5.4% |
| 30D | +1.1% | +24.9% | -23.7% | -3.4% |
| 3M | +10.9% | +13.2% | -2.3% | +7.3% |
| 6M | +20.8% | +12.1% | +8.6% | +15.5% |
| YTD | +48.0% | +11.1% | +37.0% | +39.5% |
| 1Y | +58.5% | +0.7% | +57.8% | +50.7% |
| 3Y | +28.1% | -23.8% | +51.9% | +23.3% |
| 5Y | +120.5% | -66.9% | +187.4% | +147.3% |
| 10Y | +310.1% | -45.3% | +355.5% | +173.4% |
| All | +310.1% | -44.4% | +354.5% | +173.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling