+25.7%
COP vs SM
-20.0%
+45.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.1% |
| 7D | -11.5% | -25.9% | +14.4% | +1.2% |
| 30D | +5.0% | -15.1% | +20.1% | +12.7% |
| 3M | +17.5% | +4.9% | +12.6% | +13.9% |
| 6M | +16.2% | +6.1% | +10.1% | +11.0% |
| YTD | +48.8% | +63.4% | -14.7% | +14.4% |
| 1Y | +64.1% | +72.5% | -8.4% | +22.9% |
| 3Y | +25.7% | -16.9% | +42.6% | +21.6% |
| All | +25.7% | -20.0% | +45.7% | +21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling