+188.5%
COP vs BTDR
+15.3%
+173.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.5% | +6.9% | +0.4% |
| 7D | +1.0% | -3.2% | +4.2% | +1.0% |
| 30D | +9.6% | +32.7% | -23.1% | +9.3% |
| 3M | +15.0% | -28.4% | +43.4% | +15.3% |
| 6M | +21.8% | +51.7% | -30.0% | +20.2% |
| YTD | +49.6% | +2.9% | +46.8% | +48.7% |
| 1Y | +49.9% | -15.5% | +65.3% | +48.9% |
| 3Y | +22.6% | 0.0% | +22.6% | +20.5% |
| 5Y | +193.6% | +16.5% | +177.2% | +191.9% |
| All | +188.5% | +15.3% | +173.2% | +184.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling