+49.9%
COP vs SITM
+140.9%
-91.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | +0.5% |
| 7D | +1.0% | +4.8% | -3.9% | +1.2% |
| 30D | +9.6% | -9.7% | +19.3% | +9.1% |
| 3M | +15.0% | -9.3% | +24.4% | +14.8% |
| 6M | +21.8% | +69.5% | -47.8% | +25.2% |
| YTD | +49.6% | +70.5% | -20.9% | +54.6% |
| 1Y | +49.9% | +145.3% | -95.4% | +57.9% |
| All | +49.9% | +140.9% | -91.0% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling