+113.0%
COP vs SE
-78.9%
+191.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -11.5% | +2.0% | -13.5% | -11.6% |
| 30D | +5.0% | -20.0% | +25.0% | +6.0% |
| 3M | +17.5% | -31.8% | +49.3% | +19.4% |
| 6M | +16.2% | -15.9% | +32.1% | +16.6% |
| YTD | +48.8% | -40.6% | +89.4% | +52.1% |
| 1Y | +64.1% | -50.7% | +114.8% | +69.7% |
| 3Y | +25.7% | +70.3% | -44.6% | +18.7% |
| All | +113.0% | -78.9% | +191.9% | +105.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling