+338.5%
COP vs BR
+189.7%
+148.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +2.3% | -3.0% | +5.3% | +3.5% |
| 30D | +8.6% | -0.3% | +8.9% | +8.5% |
| 3M | +19.9% | +17.3% | +2.6% | +11.2% |
| 6M | +19.0% | -6.7% | +25.7% | +21.2% |
| YTD | +50.0% | -23.4% | +73.4% | +66.0% |
| 1Y | +50.5% | -32.7% | +83.2% | +76.6% |
| 3Y | +25.2% | -5.9% | +31.1% | +22.6% |
| 5Y | +194.3% | +8.4% | +185.8% | +160.0% |
| All | +338.5% | +189.7% | +148.8% | +180.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling