+34.1%
COP vs SO
+52.7%
-18.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.4% |
| 7D | +4.4% | +1.4% | +3.1% | +4.2% |
| 30D | 0.0% | +4.7% | -4.8% | -0.6% |
| 3M | +15.0% | +1.7% | +13.3% | +14.7% |
| 6M | +22.0% | +2.2% | +19.8% | +21.7% |
| YTD | +55.3% | +10.0% | +45.4% | +53.6% |
| 1Y | +64.1% | +6.0% | +58.1% | +62.8% |
| 3Y | +34.1% | +54.1% | -20.0% | +31.4% |
| All | +34.1% | +52.7% | -18.7% | +31.4% |
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