+20.8%
COP vs BLDR
-54.9%
+75.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.9% | +5.5% | +0.8% |
| 7D | -0.8% | -0.3% | -0.5% | -0.8% |
| 30D | +15.6% | -16.2% | +31.8% | +16.4% |
| 3M | +14.3% | -14.4% | +28.8% | +14.4% |
| 6M | +17.0% | -32.8% | +49.8% | +19.9% |
| YTD | +47.4% | -39.2% | +86.6% | +52.8% |
| 1Y | +52.4% | -57.7% | +110.1% | +65.8% |
| 3Y | +20.8% | -55.3% | +76.1% | +31.1% |
| All | +20.8% | -54.9% | +75.7% | +31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling