+60.7%
COP vs BG
+7.2%
+53.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.4% | -7.6% | -6.2% |
| 7D | -8.1% | -3.8% | -4.4% | -6.7% |
| 30D | +6.7% | -9.6% | +16.3% | +11.3% |
| 3M | +16.9% | -8.5% | +25.4% | +21.6% |
| 6M | +11.2% | -23.0% | +34.2% | +24.7% |
| YTD | +49.5% | +10.9% | +38.6% | +40.1% |
| 1Y | +60.7% | +6.0% | +54.7% | +52.6% |
| All | +60.7% | +7.2% | +53.5% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling