+21.1%
COP vs BEN
+57.6%
-36.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.6% | -1.6% |
| 7D | +3.0% | +0.2% | +2.8% | +2.9% |
| 30D | +17.5% | -0.5% | +18.0% | +17.5% |
| 3M | +13.4% | +9.7% | +3.6% | +11.3% |
| 6M | +17.7% | +33.9% | -16.2% | +10.8% |
| YTD | +46.6% | +49.0% | -2.4% | +34.1% |
| 1Y | +44.6% | +42.1% | +2.5% | +33.7% |
| All | +21.1% | +57.6% | -36.4% | +3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling