+62.2%
COP vs SM
+78.0%
-15.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.2% | -3.6% | -0.8% |
| 7D | +3.4% | +10.6% | -7.2% | -1.4% |
| 30D | -0.6% | -15.0% | +14.4% | +6.6% |
| 3M | +10.8% | +1.7% | +9.1% | +9.1% |
| 6M | +19.6% | +5.9% | +13.8% | +14.4% |
| YTD | +52.9% | +79.0% | -26.1% | +10.6% |
| 1Y | +62.2% | +84.7% | -22.5% | +15.4% |
| All | +62.2% | +78.0% | -15.8% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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