+182.6%
COP vs BTDR
+23.8%
+158.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.9% | -5.0% | -1.1% |
| 7D | +3.0% | +20.0% | -17.0% | +2.9% |
| 30D | +17.5% | +11.9% | +5.6% | +17.3% |
| 3M | +13.4% | -36.9% | +50.3% | +13.8% |
| 6M | +17.7% | +56.5% | -38.8% | +16.3% |
| YTD | +46.6% | +10.4% | +36.1% | +45.7% |
| 1Y | +44.6% | +3.1% | +41.5% | +43.2% |
| 3Y | +20.7% | -2.6% | +23.3% | +18.6% |
| 5Y | +185.0% | +25.2% | +159.9% | +183.3% |
| All | +182.6% | +23.8% | +158.8% | +178.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling