+526.7%
COP vs SIMO
+2,080.4%
-1,553.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.2% | -3.6% | 0.0% |
| 7D | -11.5% | -22.0% | +10.5% | -8.6% |
| 30D | +5.0% | -43.0% | +48.0% | +12.5% |
| 3M | +17.5% | -39.1% | +56.6% | +23.5% |
| 6M | +16.2% | -33.3% | +49.5% | +18.1% |
| YTD | +48.8% | +77.0% | -28.2% | +26.3% |
| 1Y | +64.1% | +73.0% | -8.9% | +39.6% |
| 3Y | +25.7% | +215.7% | -190.1% | -5.4% |
| 5Y | +114.4% | +155.6% | -41.3% | +61.1% |
| 10Y | +331.7% | +388.4% | -56.7% | +180.3% |
| All | +526.7% | +2,080.4% | -1,553.7% | +140.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling