+50.5%
COP vs BLK
-0.2%
+50.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | +0.4% |
| 7D | +2.3% | -3.3% | +5.6% | +1.9% |
| 30D | +8.6% | -6.5% | +15.1% | +7.8% |
| 3M | +19.9% | +6.7% | +13.1% | +20.3% |
| 6M | +19.0% | +14.7% | +4.3% | +18.6% |
| YTD | +50.0% | +2.5% | +47.4% | +52.1% |
| 1Y | +50.5% | -2.8% | +53.3% | +55.0% |
| All | +50.5% | -0.2% | +50.7% | +55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 1y: compounded portfolio wealth divided by compounded BLK 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…
1y analysis · Full analysis span regression · 6 months rolling