+4,560.7%
COP vs BP
+1,351.0%
+3,209.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.9% |
| 7D | -11.5% | -11.6% | +0.1% | -3.1% |
| 30D | +5.0% | 0.0% | +4.9% | +4.9% |
| 3M | +17.5% | +6.7% | +10.7% | +12.0% |
| 6M | +16.2% | +2.2% | +14.1% | +14.3% |
| YTD | +48.8% | +33.0% | +15.8% | +20.1% |
| 1Y | +64.1% | +30.7% | +33.4% | +34.1% |
| 3Y | +25.7% | +44.2% | -18.5% | -5.3% |
| 5Y | +114.4% | +105.1% | +9.2% | +25.8% |
| 10Y | +331.7% | +133.5% | +198.1% | +141.6% |
| All | +4,560.7% | +1,351.0% | +3,209.7% | +975.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling