+272.2%
COP vs BTG
+332.2%
-60.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +21.7% |
| YTD | +55.3% | +10.2% | +45.1% | +51.1% |
| 1Y | +64.1% | +21.3% | +42.9% | +58.1% |
| 3Y | +34.1% | +82.7% | -48.6% | +22.0% |
| 5Y | +133.4% | +30.8% | +102.6% | +117.3% |
| 10Y | +338.6% | +163.7% | +174.9% | +270.3% |
| All | +272.2% | +332.2% | -60.0% | +160.6% |
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