+336.7%
COP vs BTG
+164.8%
+171.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.7% |
| 7D | +4.4% | -9.1% | +13.5% | +5.2% |
| 30D | 0.0% | -1.6% | +1.6% | -0.2% |
| 3M | +15.0% | -2.8% | +17.8% | +14.8% |
| 6M | +22.0% | -7.6% | +29.6% | +21.8% |
| YTD | +55.3% | +10.2% | +45.1% | +50.4% |
| 1Y | +64.1% | +21.3% | +42.9% | +57.0% |
| 3Y | +34.1% | +82.7% | -48.6% | +19.0% |
| 5Y | +133.4% | +30.8% | +102.6% | +112.8% |
| All | +336.7% | +164.8% | +171.9% | +280.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling