+25.7%
COP vs SO
+45.4%
-19.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.7% |
| 7D | -11.5% | -1.5% | -10.1% | -11.4% |
| 30D | +5.0% | +8.1% | -3.1% | +4.0% |
| 3M | +17.5% | +0.2% | +17.3% | +17.4% |
| 6M | +16.2% | +0.4% | +15.8% | +16.1% |
| YTD | +48.8% | +8.5% | +40.3% | +47.3% |
| 1Y | +64.1% | +4.9% | +59.2% | +62.9% |
| 3Y | +25.7% | +47.9% | -22.2% | +20.9% |
| All | +25.7% | +45.4% | -19.8% | +20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling