+4,492.0%
COP vs SO
+5,976.4%
-1,484.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.3% | -0.8% |
| 7D | +3.0% | -0.2% | +3.2% | +3.1% |
| 30D | +17.5% | -4.6% | +22.1% | +19.6% |
| 3M | +13.4% | -3.0% | +16.4% | +14.6% |
| 6M | +17.7% | -8.3% | +26.0% | +21.4% |
| YTD | +46.6% | +3.5% | +43.1% | +43.9% |
| 1Y | +44.6% | -0.9% | +45.5% | +44.2% |
| 3Y | +20.7% | +45.4% | -24.7% | +1.4% |
| 5Y | +185.0% | +59.6% | +125.4% | +128.0% |
| 10Y | +347.0% | +156.6% | +190.4% | +189.8% |
| All | +4,492.0% | +5,976.4% | -1,484.4% | +1,129.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling