+44.6%
COP vs SO
-1.3%
+45.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.3% | -1.0% |
| 7D | +3.0% | -0.2% | +3.2% | +3.0% |
| 30D | +17.5% | -4.6% | +22.1% | +18.3% |
| 3M | +13.4% | -3.0% | +16.4% | +14.1% |
| 6M | +17.7% | -8.3% | +26.0% | +19.4% |
| YTD | +46.6% | +3.5% | +43.1% | +45.8% |
| 1Y | +44.6% | -0.9% | +45.5% | +37.7% |
| All | +44.6% | -1.3% | +45.9% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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