+24.5%
COP vs SITM
+412.8%
-388.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.2% |
| 7D | -0.5% | +3.7% | -4.2% | -0.6% |
| 30D | +11.7% | -14.5% | +26.2% | +12.2% |
| 3M | +17.7% | -10.6% | +28.2% | +17.5% |
| 6M | +18.3% | +65.5% | -47.2% | +12.9% |
| YTD | +49.1% | +67.0% | -17.9% | +41.6% |
| 1Y | +53.3% | +138.6% | -85.3% | +40.0% |
| All | +24.5% | +412.8% | -388.4% | -0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling