+30.8%
COP vs BTSG
+421.3%
-390.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.0% | -2.4% | +0.5% |
| 7D | -0.8% | +5.7% | -6.6% | -1.0% |
| 30D | +15.6% | +0.2% | +15.4% | +15.6% |
| 3M | +14.3% | +5.6% | +8.7% | +13.6% |
| 6M | +17.0% | +50.8% | -33.8% | +13.3% |
| YTD | +47.4% | +67.0% | -19.6% | +41.4% |
| 1Y | +52.4% | +145.5% | -93.1% | +40.4% |
| All | +30.8% | +421.3% | -390.5% | +16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling