+3,125.7%
COP vs BWA
+2,583.4%
+542.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.8% | +1.4% |
| 7D | -6.1% | -2.4% | -3.7% | -5.5% |
| 30D | +1.1% | -17.7% | +18.8% | +7.1% |
| 3M | +10.9% | -27.0% | +37.9% | +21.5% |
| 6M | +20.8% | -17.3% | +38.1% | +25.7% |
| YTD | +48.0% | +12.9% | +35.2% | +36.7% |
| 1Y | +58.5% | +12.9% | +45.6% | +46.1% |
| 3Y | +28.1% | +62.1% | -34.0% | +2.5% |
| 5Y | +120.5% | +30.7% | +89.7% | +83.7% |
| 10Y | +310.1% | +89.2% | +221.0% | +197.7% |
| All | +3,125.7% | +2,583.4% | +542.4% | +1,274.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling