+187.9%
COP vs SITM
+4,608.4%
-4,420.5%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.5% | -7.6% | -1.7% |
| 7D | +3.0% | +9.7% | -6.7% | +2.0% |
| 30D | +17.5% | +12.7% | +4.8% | +15.3% |
| 3M | +13.4% | -13.4% | +26.8% | +13.4% |
| 6M | +17.7% | +59.6% | -41.9% | +8.0% |
| YTD | +46.6% | +73.3% | -26.7% | +32.2% |
| 1Y | +44.6% | +165.5% | -120.9% | +21.9% |
| 3Y | +20.7% | +368.7% | -348.0% | -11.8% |
| 5Y | +185.0% | +172.5% | +12.5% | +104.7% |
| All | +187.9% | +4,608.4% | -4,420.5% | +1.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling