+336.7%
COP vs BR
+277.7%
+59.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.4% |
| 7D | +4.4% | +1.1% | +3.3% | +3.9% |
| 30D | 0.0% | +14.4% | -14.4% | -5.7% |
| 3M | +15.0% | +12.4% | +2.6% | +9.0% |
| 6M | +22.0% | +35.4% | -13.4% | +6.0% |
| YTD | +55.3% | -12.2% | +67.5% | +62.0% |
| 1Y | +64.1% | -12.7% | +76.9% | +71.7% |
| 3Y | +34.1% | +14.3% | +19.8% | +20.0% |
| 5Y | +133.4% | +19.3% | +114.1% | +99.4% |
| All | +336.7% | +277.7% | +59.0% | +183.6% |
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