+4,085.2%
COP vs SM
+1,608.3%
+2,476.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.3% |
| 7D | +3.0% | +0.1% | +2.9% | +3.0% |
| 30D | +17.5% | +26.3% | -8.8% | +9.2% |
| 3M | +13.4% | +8.7% | +4.7% | +10.1% |
| 6M | +17.7% | +51.7% | -33.9% | +2.7% |
| YTD | +46.6% | +99.0% | -52.5% | +17.3% |
| 1Y | +44.6% | +34.6% | +10.0% | +29.8% |
| 3Y | +20.7% | -7.8% | +28.4% | +18.6% |
| 5Y | +185.0% | +104.8% | +80.3% | +115.4% |
| 10Y | +347.0% | +7.2% | +339.7% | +145.4% |
| All | +4,085.2% | +1,608.3% | +2,476.9% | +1,091.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling