+33.0%
COP vs BTSG
+389.4%
-356.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.2% | +0.2% |
| 7D | +2.3% | -3.3% | +5.6% | +2.4% |
| 30D | +8.6% | -1.6% | +10.2% | +8.6% |
| 3M | +19.9% | -6.9% | +26.8% | +19.7% |
| 6M | +19.0% | +42.1% | -23.1% | +15.4% |
| YTD | +50.0% | +56.8% | -6.9% | +44.0% |
| 1Y | +50.5% | +109.8% | -59.3% | +40.2% |
| All | +33.0% | +389.4% | -356.4% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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