+253.9%
COP vs SE
+589.8%
-335.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.0% |
| 7D | +3.0% | -6.1% | +9.1% | +3.6% |
| 30D | +17.5% | -2.5% | +19.9% | +17.6% |
| 3M | +13.4% | +21.7% | -8.4% | +10.9% |
| 6M | +17.7% | +27.0% | -9.3% | +14.2% |
| YTD | +46.6% | -12.1% | +58.7% | +47.0% |
| 1Y | +44.6% | -40.9% | +85.5% | +50.6% |
| 3Y | +20.7% | +191.0% | -170.3% | +4.3% |
| 5Y | +185.0% | -68.3% | +253.3% | +201.2% |
| All | +253.9% | +589.8% | -335.9% | +118.6% |
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