+200.3%
COP vs SITM
+3,519.6%
-3,319.3%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.6% |
| 7D | +3.4% | +32.5% | -29.2% | +0.4% |
| 30D | -0.6% | -18.8% | +18.2% | +0.9% |
| 3M | +10.8% | -30.9% | +41.6% | +13.6% |
| 6M | +19.6% | -44.5% | +64.1% | +24.0% |
| YTD | +52.9% | +33.2% | +19.7% | +40.3% |
| 1Y | +62.2% | +53.8% | +8.4% | +45.7% |
| 3Y | +32.4% | +335.7% | -303.3% | -3.9% |
| 5Y | +129.7% | +84.6% | +45.1% | +73.4% |
| All | +200.3% | +3,519.6% | -3,319.3% | +7.2% |
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 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