+64.7%
COP vs SMR
-48.1%
+112.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.0% | +4.9% | +1.0% |
| 7D | -6.1% | -2.8% | -3.3% | -6.1% |
| 30D | +1.1% | -27.5% | +28.6% | +2.0% |
| 3M | +10.9% | -43.1% | +54.1% | +12.6% |
| 6M | +20.8% | -58.4% | +79.2% | +23.4% |
| YTD | +48.0% | -63.2% | +111.2% | +51.0% |
| 1Y | +58.5% | -81.6% | +140.2% | +66.7% |
| 3Y | +28.1% | +149.8% | -121.6% | -5.3% |
| All | +64.7% | -48.1% | +112.7% | +52.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling