+113.0%
COP vs BP
+103.6%
+9.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.9% |
| 7D | -11.5% | -11.6% | +0.1% | -1.9% |
| 30D | +5.0% | 0.0% | +4.9% | +4.9% |
| 3M | +17.5% | +6.7% | +10.7% | +11.3% |
| 6M | +16.2% | +2.2% | +14.1% | +13.9% |
| YTD | +48.8% | +33.0% | +15.8% | +16.1% |
| 1Y | +64.1% | +30.7% | +33.4% | +29.8% |
| 3Y | +25.7% | +44.2% | -18.5% | -9.8% |
| All | +113.0% | +103.6% | +9.4% | +11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling