+72.8%
COP vs SMR
-53.6%
+126.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.3% | +4.9% | +1.7% |
| 7D | +4.4% | -8.3% | +12.7% | +4.7% |
| 30D | 0.0% | -20.1% | +20.0% | +0.5% |
| 3M | +15.0% | -52.7% | +67.7% | +17.4% |
| 6M | +22.0% | -61.0% | +83.0% | +24.9% |
| YTD | +55.3% | -67.1% | +122.5% | +59.0% |
| 1Y | +64.1% | -79.9% | +144.0% | +71.6% |
| 3Y | +34.1% | +101.7% | -67.7% | +1.0% |
| All | +72.8% | -53.6% | +126.4% | +60.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling