+60.7%
COP vs BTG
+24.4%
+36.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +8.7% | -13.9% | -4.5% |
| 7D | -8.1% | -0.2% | -7.9% | -7.9% |
| 30D | +6.7% | -0.8% | +7.4% | +6.9% |
| 3M | +16.9% | +31.8% | -15.0% | +19.5% |
| 6M | +11.2% | +20.4% | -9.2% | +13.1% |
| YTD | +49.5% | +14.7% | +34.8% | +46.4% |
| 1Y | +60.7% | +29.4% | +31.3% | +53.5% |
| All | +60.7% | +24.4% | +36.3% | +53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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