+193.6%
COP vs BG
+88.4%
+105.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | 0.0% |
| 7D | +1.0% | +3.7% | -2.7% | -0.8% |
| 30D | +9.6% | +12.3% | -2.8% | +3.7% |
| 3M | +15.0% | -2.2% | +17.2% | +15.7% |
| 6M | +21.8% | +5.3% | +16.4% | +18.0% |
| YTD | +49.6% | +42.4% | +7.2% | +25.7% |
| 1Y | +49.9% | +55.2% | -5.3% | +19.7% |
| 3Y | +22.6% | +21.0% | +1.6% | +8.5% |
| 5Y | +193.6% | +87.1% | +106.5% | +94.1% |
| All | +193.6% | +88.4% | +105.2% | +94.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling