+193.3%
COP vs SBAC
-44.9%
+238.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.2% |
| 7D | -0.5% | +0.2% | -0.7% | -0.5% |
| 30D | +11.7% | +3.9% | +7.9% | +11.3% |
| 3M | +17.7% | -8.2% | +25.9% | +18.5% |
| 6M | +18.3% | -2.8% | +21.1% | +18.1% |
| YTD | +49.1% | -1.5% | +50.6% | +48.4% |
| 1Y | +53.3% | 0.0% | +53.3% | +52.3% |
| 3Y | +22.2% | -8.4% | +30.5% | +20.7% |
| 5Y | +193.3% | -43.5% | +236.8% | +216.0% |
| All | +193.3% | -44.9% | +238.3% | +216.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 5y: compounded portfolio wealth divided by compounded SBAC 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…
5y analysis · Full analysis span regression · 6 months rolling