+310.1%
COP vs BEN
+55.0%
+255.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.3% | +0.4% |
| 7D | -6.1% | +12.1% | -18.2% | -10.8% |
| 30D | +1.1% | +13.4% | -12.3% | -4.6% |
| 3M | +10.9% | +9.4% | +1.6% | +6.0% |
| 6M | +20.8% | +19.3% | +1.5% | +10.1% |
| YTD | +48.0% | +57.3% | -9.2% | +17.6% |
| 1Y | +58.5% | +69.1% | -10.6% | +21.6% |
| 3Y | +28.1% | +85.6% | -57.5% | -10.5% |
| 5Y | +120.5% | +32.9% | +87.5% | +75.7% |
| 10Y | +310.1% | +58.3% | +251.8% | +148.3% |
| All | +310.1% | +55.0% | +255.2% | +148.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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