+60.7%
COP vs SE
-48.0%
+108.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +4.5% | -9.6% | -4.5% |
| 7D | -8.1% | +6.7% | -14.8% | -7.2% |
| 30D | +6.7% | -17.2% | +23.9% | +4.3% |
| 3M | +16.9% | -28.0% | +44.9% | +12.7% |
| 6M | +11.2% | -6.1% | +17.3% | +12.1% |
| YTD | +49.5% | -37.1% | +86.7% | +46.5% |
| 1Y | +60.7% | -48.8% | +109.4% | +56.5% |
| All | +60.7% | -48.0% | +108.7% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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