+60.7%
COP vs BTDR
-69.9%
+130.6%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -5.6% | +0.5% | -5.5% |
| 7D | -8.1% | -17.6% | +9.4% | -9.0% |
| 30D | +6.7% | -40.3% | +46.9% | +4.1% |
| 3M | +16.9% | -42.6% | +59.5% | +14.2% |
| 6M | +11.2% | -46.3% | +57.5% | +9.0% |
| YTD | +49.5% | -41.7% | +91.3% | +48.8% |
| 1Y | +60.7% | -69.4% | +130.1% | +58.2% |
| All | +60.7% | -69.9% | +130.6% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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