+335.9%
COP vs BLDR
+391.5%
-55.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.6% |
| 7D | -0.5% | -2.7% | +2.2% | +0.1% |
| 30D | +11.7% | -14.7% | +26.4% | +15.7% |
| 3M | +17.7% | -20.8% | +38.5% | +22.3% |
| 6M | +18.3% | -35.3% | +53.7% | +28.0% |
| YTD | +49.1% | -40.3% | +89.4% | +63.7% |
| 1Y | +53.3% | -56.3% | +109.6% | +82.7% |
| 3Y | +22.2% | -56.1% | +78.3% | +36.0% |
| 5Y | +193.3% | +12.9% | +180.4% | +118.6% |
| All | +335.9% | +391.5% | -55.6% | +85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 10y: compounded portfolio wealth divided by compounded BLDR 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…
10y analysis · Full analysis span regression · 6 months rolling