+4,587.0%
COP vs BNY
+8,070.6%
-3,483.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.4% |
| 7D | +1.0% | -1.1% | +2.0% | +1.3% |
| 30D | +9.6% | +1.4% | +8.1% | +9.0% |
| 3M | +15.0% | +16.8% | -1.8% | +8.9% |
| 6M | +21.8% | +42.0% | -20.2% | +7.7% |
| YTD | +49.6% | +41.9% | +7.7% | +32.0% |
| 1Y | +49.9% | +59.2% | -9.3% | +27.1% |
| 3Y | +22.6% | +290.9% | -268.3% | -23.3% |
| 5Y | +193.6% | +259.0% | -65.4% | +86.9% |
| 10Y | +341.9% | +413.0% | -71.2% | +155.7% |
| All | +4,587.0% | +8,070.6% | -3,483.6% | +1,459.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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