+30.0%
COP vs BTSG
+406.1%
-376.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | +0.1% | -1.0% |
| 7D | +3.0% | +2.7% | +0.3% | +2.9% |
| 30D | +17.5% | -3.6% | +21.1% | +17.6% |
| 3M | +13.4% | +5.8% | +7.6% | +12.6% |
| 6M | +17.7% | +44.7% | -27.0% | +14.3% |
| YTD | +46.6% | +62.2% | -15.6% | +40.7% |
| 1Y | +44.6% | +152.1% | -107.5% | +32.6% |
| All | +30.0% | +406.1% | -376.0% | +15.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling