+32.2%
COP vs BTSG
+416.6%
-384.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.1% |
| 7D | -0.5% | +2.9% | -3.4% | -0.6% |
| 30D | +11.7% | +0.9% | +10.8% | +11.7% |
| 3M | +17.7% | +1.6% | +16.1% | +17.2% |
| 6M | +18.3% | +46.8% | -28.5% | +14.8% |
| YTD | +49.1% | +65.5% | -16.5% | +43.0% |
| 1Y | +53.3% | +136.2% | -82.9% | +41.7% |
| All | +32.2% | +416.6% | -384.3% | +17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling