+126.8%
COP vs BLDR
-7.0%
+133.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.7% |
| 7D | +0.7% | -10.3% | +11.0% | +1.5% |
| 30D | +0.2% | +19.6% | -19.3% | -1.6% |
| 3M | +10.2% | -17.0% | +27.2% | +11.6% |
| 6M | +20.1% | -16.7% | +36.9% | +20.6% |
| YTD | +50.5% | -39.4% | +89.9% | +56.9% |
| 1Y | +56.8% | -41.7% | +98.5% | +64.1% |
| 3Y | +30.3% | -49.9% | +80.1% | +35.3% |
| 5Y | +126.8% | -7.6% | +134.4% | +84.9% |
| All | +126.8% | -7.0% | +133.8% | +84.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling