+25.2%
COP vs SNY
-9.6%
+34.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +2.3% | -3.3% | +5.6% | +2.4% |
| 30D | +8.6% | -2.2% | +10.8% | +8.7% |
| 3M | +19.9% | -3.0% | +22.9% | +19.9% |
| 6M | +19.0% | +2.7% | +16.3% | +18.5% |
| YTD | +50.0% | -6.8% | +56.8% | +50.2% |
| 1Y | +50.5% | -5.3% | +55.8% | +50.6% |
| 3Y | +25.2% | -9.8% | +35.0% | +22.4% |
| All | +25.2% | -9.6% | +34.8% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 3y: compounded portfolio wealth divided by compounded SNY 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…
3y analysis · Full analysis span regression · 6 months rolling