+298.3%
COP vs SPG
+117.3%
+181.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.3% | -2.2% |
| 7D | -8.4% | +5.1% | -13.5% | -10.5% |
| 30D | +0.3% | +16.8% | -16.6% | -6.5% |
| 3M | +15.1% | +5.7% | +9.4% | +12.0% |
| 6M | +19.8% | +17.8% | +2.0% | +10.5% |
| YTD | +46.8% | +30.1% | +16.7% | +28.7% |
| 1Y | +59.7% | +32.8% | +27.0% | +38.7% |
| 3Y | +28.7% | +137.2% | -108.5% | -15.4% |
| 5Y | +110.7% | +81.5% | +29.2% | +52.4% |
| 10Y | +298.3% | +116.5% | +181.8% | +149.9% |
| All | +298.3% | +117.3% | +181.0% | +149.9% |
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