+325.1%
COP vs SPG
+61.5%
+263.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.1% |
| 7D | -0.8% | 0.0% | -0.8% | -0.9% |
| 30D | +15.6% | -4.9% | +20.5% | +18.0% |
| 3M | +14.3% | +3.3% | +11.0% | +12.2% |
| 6M | +17.0% | +11.2% | +5.8% | +10.4% |
| YTD | +47.4% | +17.1% | +30.4% | +35.7% |
| 1Y | +52.4% | +21.6% | +30.8% | +37.7% |
| 3Y | +20.8% | +111.9% | -91.0% | -16.3% |
| 5Y | +191.7% | +106.9% | +84.8% | +98.2% |
| 10Y | +325.1% | +62.2% | +262.9% | +185.7% |
| All | +325.1% | +61.5% | +263.5% | +185.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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