+275.0%
COP vs SE
+363.8%
-88.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.5% |
| 7D | +4.4% | -0.5% | +4.9% | +4.4% |
| 30D | 0.0% | -20.9% | +20.9% | +1.8% |
| 3M | +15.0% | -38.9% | +53.9% | +19.7% |
| 6M | +22.0% | -19.4% | +41.4% | +23.3% |
| YTD | +55.3% | -40.9% | +96.3% | +60.8% |
| 1Y | +64.1% | -46.2% | +110.3% | +71.3% |
| 3Y | +34.1% | +63.7% | -29.7% | +22.3% |
| 5Y | +133.4% | -77.9% | +211.3% | +153.9% |
| All | +275.0% | +363.8% | -88.7% | +139.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling