+310.1%
COP vs SO
+188.2%
+121.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -6.1% | -0.1% | -6.0% | -6.1% |
| 30D | +1.1% | +8.7% | -7.6% | -2.3% |
| 3M | +10.9% | +3.4% | +7.6% | +9.3% |
| 6M | +20.8% | +3.7% | +17.1% | +18.6% |
| YTD | +48.0% | +10.0% | +38.0% | +41.6% |
| 1Y | +58.5% | +6.6% | +51.9% | +53.4% |
| 3Y | +28.1% | +52.5% | -24.4% | +4.0% |
| 5Y | +120.5% | +76.1% | +44.4% | +65.0% |
| 10Y | +310.1% | +194.9% | +115.3% | +202.9% |
| All | +310.1% | +188.2% | +121.9% | +202.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling