+4,492.0%
COP vs BEN
+4,913.3%
-421.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.6% | -2.2% |
| 7D | +3.0% | +0.2% | +2.8% | +2.8% |
| 30D | +17.5% | -0.5% | +18.0% | +17.5% |
| 3M | +13.4% | +9.7% | +3.6% | +9.4% |
| 6M | +17.7% | +33.9% | -16.2% | +5.6% |
| YTD | +46.6% | +49.0% | -2.4% | +26.7% |
| 1Y | +44.6% | +42.1% | +2.5% | +26.5% |
| 3Y | +20.7% | +51.9% | -31.2% | +0.7% |
| 5Y | +185.0% | +39.0% | +146.0% | +137.9% |
| 10Y | +347.0% | +57.9% | +289.1% | +249.9% |
| All | +4,492.0% | +4,913.3% | -421.4% | +2,204.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling