+338.5%
COP vs BBY
+252.7%
+85.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -2.9% | -0.6% |
| 7D | +2.3% | +0.6% | +1.7% | +2.1% |
| 30D | +8.6% | +9.4% | -0.8% | +5.7% |
| 3M | +19.9% | +19.3% | +0.5% | +13.3% |
| 6M | +19.0% | +47.9% | -28.9% | +4.6% |
| YTD | +50.0% | +39.6% | +10.4% | +33.6% |
| 1Y | +50.5% | +22.2% | +28.3% | +38.9% |
| 3Y | +25.2% | +45.0% | -19.8% | +5.3% |
| 5Y | +194.3% | +2.6% | +191.7% | +164.6% |
| All | +338.5% | +252.7% | +85.8% | +230.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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