+325.1%
COP vs BP
+126.3%
+198.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.9% | -1.6% |
| 7D | -0.8% | +0.9% | -1.8% | -1.7% |
| 30D | +15.6% | +9.1% | +6.5% | +6.7% |
| 3M | +14.3% | +3.9% | +10.4% | +10.0% |
| 6M | +17.0% | +13.6% | +3.4% | +3.3% |
| YTD | +47.4% | +34.0% | +13.4% | +11.2% |
| 1Y | +52.4% | +39.2% | +13.2% | +10.8% |
| 3Y | +20.8% | +36.4% | -15.6% | -12.4% |
| 5Y | +191.7% | +135.8% | +55.9% | +23.4% |
| 10Y | +325.1% | +125.0% | +200.0% | +81.9% |
| All | +325.1% | +126.3% | +198.8% | +81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 10y: compounded portfolio wealth divided by compounded BP 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…
10y analysis · Full analysis span regression · 6 months rolling