+338.5%
COP vs BG
+166.7%
+171.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +2.0% | +1.1% |
| 7D | +2.3% | +3.1% | -0.8% | +0.6% |
| 30D | +8.6% | +10.2% | -1.6% | +3.0% |
| 3M | +19.9% | -1.7% | +21.5% | +20.2% |
| 6M | +19.0% | +1.0% | +18.0% | +17.3% |
| YTD | +50.0% | +39.9% | +10.0% | +24.1% |
| 1Y | +50.5% | +53.2% | -2.7% | +17.4% |
| 3Y | +25.2% | +16.3% | +8.9% | +10.4% |
| 5Y | +194.3% | +83.9% | +110.4% | +94.9% |
| All | +338.5% | +166.7% | +171.9% | +103.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling