+60.7%
COP vs BWA
+17.4%
+43.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.5% | -2.6% | -5.2% |
| 7D | -8.1% | -9.9% | +1.8% | -8.4% |
| 30D | +6.7% | -16.4% | +23.0% | +6.2% |
| 3M | +16.9% | -19.8% | +36.7% | +16.4% |
| 6M | +11.2% | -10.0% | +21.1% | +10.4% |
| YTD | +49.5% | +12.7% | +36.8% | +38.7% |
| 1Y | +60.7% | +15.7% | +45.0% | +47.7% |
| All | +60.7% | +17.4% | +43.3% | +47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling