+191.7%
COP vs BEN
+42.4%
+149.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -0.8% | +4.7% | -5.5% | -1.9% |
| 30D | +15.6% | +2.6% | +13.0% | +14.8% |
| 3M | +14.3% | +11.5% | +2.8% | +11.1% |
| 6M | +17.0% | +35.3% | -18.3% | +7.7% |
| YTD | +47.4% | +48.6% | -1.2% | +32.0% |
| 1Y | +52.4% | +46.7% | +5.7% | +36.6% |
| 3Y | +20.8% | +57.0% | -36.2% | +3.2% |
| 5Y | +191.7% | +41.8% | +149.9% | +148.0% |
| All | +191.7% | +42.4% | +149.3% | +148.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling