+64.1%
COP vs SE
-47.8%
+111.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.7% |
| 7D | +4.4% | -0.5% | +4.9% | +4.4% |
| 30D | 0.0% | -20.9% | +20.9% | -2.8% |
| 3M | +15.0% | -38.9% | +53.9% | +8.4% |
| 6M | +22.0% | -19.4% | +41.4% | +20.6% |
| YTD | +55.3% | -40.9% | +96.3% | +51.5% |
| 1Y | +64.1% | -46.2% | +110.3% | +60.7% |
| All | +64.1% | -47.8% | +111.9% | +60.7% |
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