+60.7%
COP vs BR
-14.2%
+74.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.0% | -8.2% | -5.2% |
| 7D | -8.1% | +7.0% | -15.1% | -8.4% |
| 30D | +6.7% | +19.0% | -12.3% | +5.7% |
| 3M | +16.9% | +13.1% | +3.8% | +16.0% |
| 6M | +11.2% | +24.6% | -13.4% | +9.9% |
| YTD | +49.5% | -13.6% | +63.1% | +59.5% |
| 1Y | +60.7% | -13.1% | +73.8% | +72.5% |
| All | +60.7% | -14.2% | +74.9% | +72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling