+129.7%
COP vs SIMO
+184.2%
-54.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +1.7% |
| 7D | +3.4% | +14.9% | -11.5% | +2.7% |
| 30D | -0.6% | -27.0% | +26.4% | +0.5% |
| 3M | +10.8% | -25.4% | +36.1% | +11.5% |
| 6M | +19.6% | -30.3% | +49.9% | +19.6% |
| YTD | +52.9% | +95.8% | -42.9% | +38.5% |
| 1Y | +62.2% | +100.0% | -37.8% | +46.5% |
| 3Y | +32.4% | +238.3% | -205.9% | +10.1% |
| 5Y | +129.7% | +187.6% | -57.8% | +83.8% |
| All | +129.7% | +184.2% | -54.5% | +83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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