+193.6%
COP vs SIRI
-42.5%
+236.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.3% |
| 7D | +1.0% | -3.0% | +4.0% | +1.2% |
| 30D | +9.6% | +1.3% | +8.3% | +9.4% |
| 3M | +15.0% | +5.6% | +9.4% | +14.2% |
| 6M | +21.8% | +35.1% | -13.4% | +17.6% |
| YTD | +49.6% | +49.0% | +0.6% | +42.9% |
| 1Y | +49.9% | +26.8% | +23.1% | +45.3% |
| 3Y | +22.6% | -23.7% | +46.3% | +21.9% |
| 5Y | +193.6% | -41.8% | +235.5% | +208.9% |
| All | +193.6% | -42.5% | +236.1% | +208.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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