+210.8%
COP vs SFM
+132.6%
+78.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -3.9% | -1.5% |
| 7D | +3.0% | -0.1% | +3.1% | +3.0% |
| 30D | +17.5% | -4.4% | +21.9% | +18.1% |
| 3M | +13.4% | +1.5% | +11.8% | +12.6% |
| 6M | +17.7% | +6.5% | +11.3% | +15.6% |
| YTD | +46.6% | +2.2% | +44.4% | +44.7% |
| 1Y | +44.6% | -41.9% | +86.5% | +54.1% |
| 3Y | +20.7% | +106.8% | -86.1% | +3.4% |
| 5Y | +185.0% | +231.6% | -46.5% | +119.0% |
| 10Y | +347.0% | +258.4% | +88.6% | +219.9% |
| All | +210.8% | +132.6% | +78.2% | +135.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling