+184.1%
COP vs BKR
+174.4%
+9.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.7% | +7.0% | +4.2% |
| 7D | +1.0% | -6.7% | +7.6% | +4.8% |
| 30D | +9.6% | -8.3% | +17.9% | +14.8% |
| 3M | +15.0% | -5.4% | +20.4% | +17.9% |
| 6M | +21.8% | +0.8% | +20.9% | +18.2% |
| YTD | +49.6% | +31.8% | +17.8% | +22.5% |
| 1Y | +49.9% | +28.6% | +21.3% | +24.1% |
| 3Y | +22.6% | +71.2% | -48.6% | -17.2% |
| All | +184.1% | +174.4% | +9.7% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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