+426.8%
COP vs BR
+1,481.8%
-1,055.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.3% |
| 7D | +4.4% | +1.1% | +3.3% | +3.9% |
| 30D | 0.0% | +14.4% | -14.4% | -6.6% |
| 3M | +15.0% | +12.4% | +2.6% | +8.0% |
| 6M | +22.0% | +35.4% | -13.4% | +3.7% |
| YTD | +55.3% | -12.2% | +67.5% | +61.3% |
| 1Y | +64.1% | -12.7% | +76.9% | +71.0% |
| 3Y | +34.1% | +14.3% | +19.8% | +18.9% |
| 5Y | +133.4% | +19.3% | +114.1% | +96.1% |
| 10Y | +338.6% | +278.1% | +60.5% | +92.9% |
| All | +426.8% | +1,481.8% | -1,055.0% | -2.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling