+56.8%
COP vs SN
+140.1%
-83.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | +0.7% | +3.5% | -2.8% | +1.5% |
| 30D | +0.2% | +19.4% | -19.2% | +4.3% |
| 3M | +10.2% | +20.9% | -10.7% | +15.4% |
| 6M | +20.1% | +111.1% | -91.0% | +39.0% |
| YTD | +50.5% | +102.8% | -52.3% | +73.3% |
| 1Y | +56.8% | +146.2% | -89.4% | +77.4% |
| All | +56.8% | +140.1% | -83.3% | +77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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