+259.2%
COP vs SE
+366.0%
-106.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -11.5% | +2.0% | -13.5% | -11.7% |
| 30D | +5.0% | -20.0% | +25.0% | +6.8% |
| 3M | +17.5% | -31.8% | +49.3% | +21.0% |
| 6M | +16.2% | -15.9% | +32.1% | +16.9% |
| YTD | +48.8% | -40.6% | +89.4% | +54.0% |
| 1Y | +64.1% | -50.7% | +114.8% | +72.7% |
| 3Y | +25.7% | +70.3% | -44.6% | +14.2% |
| 5Y | +114.4% | -78.8% | +193.2% | +134.8% |
| All | +259.2% | +366.0% | -106.8% | +129.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling