+251.2%
COP vs BTG
+392.0%
-140.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -1.0% |
| 7D | +3.0% | -0.9% | +3.9% | +3.0% |
| 30D | +17.5% | +36.8% | -19.3% | +14.1% |
| 3M | +13.4% | +23.1% | -9.7% | +10.8% |
| 6M | +17.7% | +3.5% | +14.3% | +16.2% |
| YTD | +46.6% | +25.5% | +21.1% | +41.5% |
| 1Y | +44.6% | +40.1% | +4.5% | +37.6% |
| 3Y | +20.7% | +101.1% | -80.4% | +9.3% |
| 5Y | +185.0% | +70.6% | +114.5% | +160.3% |
| 10Y | +347.0% | +152.1% | +194.9% | +278.7% |
| All | +251.2% | +392.0% | -140.8% | +144.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling