+184.8%
COP vs SNY
+9.4%
+175.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +2.3% | -3.3% | +5.6% | +2.6% |
| 30D | +8.6% | -2.2% | +10.8% | +8.8% |
| 3M | +19.9% | -3.0% | +22.9% | +20.1% |
| 6M | +19.0% | +2.7% | +16.3% | +18.3% |
| YTD | +50.0% | -6.8% | +56.8% | +50.7% |
| 1Y | +50.5% | -5.3% | +55.8% | +50.8% |
| 3Y | +25.2% | -9.8% | +35.0% | +24.8% |
| All | +184.8% | +9.4% | +175.3% | +160.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling