+345.7%
COP vs BIL
+30.4%
+315.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.8% |
| 7D | -11.5% | -0.3% | -11.3% | -12.8% |
| 30D | +5.0% | 0.0% | +5.0% | +5.0% |
| 3M | +17.5% | +0.3% | +17.2% | +19.6% |
| 6M | +16.2% | +1.2% | +15.0% | +24.5% |
| YTD | +48.8% | +2.5% | +46.3% | +70.2% |
| 1Y | +64.1% | +3.0% | +61.1% | +93.8% |
| 3Y | +25.7% | +13.2% | +12.5% | +150.4% |
| 5Y | +114.4% | +19.4% | +94.9% | +481.7% |
| 10Y | +331.7% | +25.2% | +306.5% | +1,432.1% |
| All | +345.7% | +30.4% | +315.3% | +1,455.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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