+191.7%
COP vs SFM
+219.5%
-27.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.5% | +7.1% | +1.1% |
| 7D | -0.8% | -5.8% | +5.0% | -0.4% |
| 30D | +15.6% | -11.4% | +26.9% | +16.7% |
| 3M | +14.3% | -12.2% | +26.5% | +15.4% |
| 6M | +17.0% | -5.2% | +22.1% | +17.0% |
| YTD | +47.4% | -4.5% | +51.9% | +47.1% |
| 1Y | +52.4% | -45.4% | +97.8% | +60.0% |
| 3Y | +20.8% | +91.1% | -70.3% | +12.7% |
| 5Y | +191.7% | +226.8% | -35.1% | +155.1% |
| All | +191.7% | +219.5% | -27.8% | +155.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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