+21.1%
COP vs SE
+193.7%
-172.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.1% |
| 7D | +3.0% | -6.1% | +9.1% | +3.2% |
| 30D | +17.5% | -2.5% | +19.9% | +17.5% |
| 3M | +13.4% | +21.7% | -8.4% | +12.6% |
| 6M | +17.7% | +27.0% | -9.3% | +16.5% |
| YTD | +46.6% | -12.1% | +58.7% | +48.6% |
| 1Y | +44.6% | -40.9% | +85.5% | +51.9% |
| All | +21.1% | +193.7% | -172.5% | +13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling