+25.8%
COP vs SN
+490.7%
-464.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | 0.0% | -1.0% |
| 7D | +3.0% | -9.3% | +12.3% | +3.5% |
| 30D | +17.5% | -4.8% | +22.3% | +17.7% |
| 3M | +13.4% | +40.4% | -27.1% | +10.3% |
| 6M | +17.7% | +50.9% | -33.2% | +13.6% |
| YTD | +46.6% | +54.9% | -8.4% | +40.7% |
| 1Y | +44.6% | +43.0% | +1.6% | +40.0% |
| 3Y | +20.7% | +391.8% | -371.1% | +5.8% |
| All | +25.8% | +490.7% | -464.9% | +10.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling