+511.0%
COP vs BLDR
+414.6%
+96.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.6% | -1.5% |
| 7D | +3.0% | -2.8% | +5.8% | +3.4% |
| 30D | +17.5% | -13.3% | +30.8% | +19.9% |
| 3M | +13.4% | -12.3% | +25.6% | +14.4% |
| 6M | +17.7% | -31.5% | +49.2% | +22.7% |
| YTD | +46.6% | -36.1% | +82.6% | +54.0% |
| 1Y | +44.6% | -54.1% | +98.7% | +60.0% |
| 3Y | +20.7% | -55.8% | +76.5% | +30.2% |
| 5Y | +185.0% | +20.7% | +164.3% | +151.5% |
| 10Y | +347.0% | +390.2% | -43.2% | +202.7% |
| All | +511.0% | +414.6% | +96.3% | +227.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling