+166.8%
COP vs S
-57.8%
+224.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.8% | +0.7% |
| 7D | -0.8% | -5.8% | +5.0% | -0.7% |
| 30D | +15.6% | -9.2% | +24.8% | +15.8% |
| 3M | +14.3% | +23.4% | -9.0% | +13.3% |
| 6M | +17.0% | +36.9% | -19.9% | +15.2% |
| YTD | +47.4% | +29.5% | +17.9% | +45.4% |
| 1Y | +52.4% | +5.4% | +47.0% | +51.4% |
| 3Y | +20.8% | +14.7% | +6.1% | +18.3% |
| 5Y | +191.7% | -71.5% | +263.2% | +188.3% |
| All | +166.8% | -57.8% | +224.5% | +171.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling