+193.6%
COP vs BTG
+75.0%
+118.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.9% | +3.3% | +0.7% |
| 7D | +1.0% | -5.5% | +6.4% | +1.5% |
| 30D | +9.6% | +6.1% | +3.5% | +8.7% |
| 3M | +15.0% | +38.6% | -23.6% | +10.3% |
| 6M | +21.8% | +0.7% | +21.1% | +20.8% |
| YTD | +49.6% | +20.3% | +29.3% | +42.5% |
| 1Y | +49.9% | +25.0% | +24.8% | +40.5% |
| 3Y | +22.6% | +97.3% | -74.7% | +0.2% |
| 5Y | +193.6% | +78.3% | +115.3% | +157.0% |
| All | +193.6% | +75.0% | +118.6% | +157.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling