+1,270.7%
COP vs BG
+1,185.2%
+85.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.4% | -3.8% | -1.2% |
| 7D | -0.8% | +2.4% | -3.2% | -1.8% |
| 30D | +15.6% | +15.0% | +0.6% | +9.2% |
| 3M | +14.3% | -0.7% | +15.0% | +14.2% |
| 6M | +17.0% | +7.5% | +9.5% | +13.0% |
| YTD | +47.4% | +41.6% | +5.8% | +27.4% |
| 1Y | +52.4% | +50.7% | +1.7% | +27.6% |
| 3Y | +20.8% | +20.3% | +0.5% | +8.6% |
| 5Y | +191.7% | +85.2% | +106.4% | +119.3% |
| 10Y | +325.1% | +160.6% | +164.4% | +169.6% |
| All | +1,270.7% | +1,185.2% | +85.5% | +661.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling