+27.7%
COP vs SN
+659.6%
-631.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.1% | +0.5% |
| 7D | -11.5% | +7.2% | -18.7% | -11.8% |
| 30D | +5.0% | +20.4% | -15.4% | +4.0% |
| 3M | +17.5% | +23.9% | -6.4% | +16.1% |
| 6M | +16.2% | +93.0% | -76.8% | +11.0% |
| YTD | +48.8% | +99.2% | -50.5% | +41.0% |
| 1Y | +64.1% | +142.6% | -78.5% | +51.7% |
| 3Y | +25.7% | +398.8% | -373.1% | +9.3% |
| All | +27.7% | +659.6% | -631.9% | +10.9% |
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