+3,094.1%
COP vs BWA
+3,492.4%
-398.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.8% | -1.9% |
| 7D | +3.0% | +5.7% | -2.7% | +1.2% |
| 30D | +17.5% | +1.4% | +16.1% | +16.7% |
| 3M | +13.4% | -12.1% | +25.4% | +17.1% |
| 6M | +17.7% | +28.6% | -10.8% | +6.3% |
| YTD | +46.6% | +51.1% | -4.5% | +24.3% |
| 1Y | +44.6% | +55.9% | -11.3% | +20.8% |
| 3Y | +20.7% | +70.1% | -49.4% | -4.7% |
| 5Y | +185.0% | +90.7% | +94.4% | +111.6% |
| 10Y | +347.0% | +154.0% | +193.0% | +197.2% |
| All | +3,094.1% | +3,492.4% | -398.3% | +1,149.3% |
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