+34.1%
COP vs BG
+6.5%
+27.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.0% |
| 7D | +4.4% | +2.6% | +1.8% | +3.4% |
| 30D | 0.0% | -6.7% | +6.6% | +2.4% |
| 3M | +15.0% | -9.3% | +24.3% | +19.1% |
| 6M | +22.0% | -18.3% | +40.3% | +30.8% |
| YTD | +55.3% | +16.2% | +39.2% | +47.1% |
| 1Y | +64.1% | +7.6% | +56.5% | +59.3% |
| 3Y | +34.1% | +6.6% | +27.5% | +26.5% |
| All | +34.1% | +6.5% | +27.6% | +26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling