+340.2%
COP vs SO
+155.9%
+184.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.4% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | +11.7% | -2.5% | +14.2% | +12.8% |
| 3M | +17.7% | -4.2% | +21.9% | +19.6% |
| 6M | +18.3% | -7.7% | +26.0% | +21.7% |
| YTD | +49.1% | +3.8% | +45.3% | +46.1% |
| 1Y | +53.3% | +0.1% | +53.3% | +52.2% |
| 3Y | +22.2% | +44.2% | -22.1% | +1.6% |
| 5Y | +193.3% | +57.9% | +135.4% | +131.2% |
| 10Y | +340.2% | +162.0% | +178.3% | +219.5% |
| All | +340.2% | +155.9% | +184.3% | +219.5% |
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