+60.7%
COP vs SMR
-87.0%
+147.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.5% | -0.7% | -5.3% |
| 7D | -8.1% | -9.5% | +1.4% | -8.5% |
| 30D | +6.7% | -33.2% | +39.9% | +5.3% |
| 3M | +16.9% | -45.9% | +62.8% | +14.8% |
| 6M | +11.2% | -57.9% | +69.1% | +9.4% |
| YTD | +49.5% | -63.8% | +113.3% | +48.9% |
| 1Y | +60.7% | -85.6% | +146.3% | +66.6% |
| All | +60.7% | -87.0% | +147.7% | +66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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