+4,492.0%
COP vs BP
+1,327.5%
+3,164.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.5% |
| 7D | +3.0% | +3.9% | -0.9% | +0.1% |
| 30D | +17.5% | +7.6% | +9.9% | +11.3% |
| 3M | +13.4% | +0.7% | +12.7% | +12.6% |
| 6M | +17.7% | +15.5% | +2.2% | +5.6% |
| YTD | +46.6% | +30.8% | +15.8% | +19.7% |
| 1Y | +44.6% | +34.3% | +10.3% | +15.9% |
| 3Y | +20.7% | +35.1% | -14.4% | -4.6% |
| 5Y | +185.0% | +126.8% | +58.2% | +55.7% |
| 10Y | +347.0% | +123.4% | +223.6% | +157.8% |
| All | +4,492.0% | +1,327.5% | +3,164.5% | +971.6% |
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