+298.3%
COP vs BP
+132.1%
+166.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.5% | -1.4% |
| 7D | -8.4% | -6.9% | -1.6% | -2.3% |
| 30D | +0.3% | -3.6% | +3.9% | +3.6% |
| 3M | +15.1% | +8.4% | +6.7% | +6.8% |
| 6M | +19.8% | +5.3% | +14.4% | +13.6% |
| YTD | +46.8% | +33.2% | +13.7% | +11.3% |
| 1Y | +59.7% | +28.2% | +31.6% | +25.3% |
| 3Y | +28.7% | +49.2% | -20.5% | -14.2% |
| 5Y | +110.7% | +102.9% | +7.8% | +3.1% |
| 10Y | +298.3% | +127.7% | +170.6% | +67.0% |
| All | +298.3% | +132.1% | +166.2% | +67.0% |
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