+3,446.3%
COP vs SPG
+5,256.9%
-1,810.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.7% |
| 7D | +3.0% | -2.4% | +5.4% | +3.9% |
| 30D | +17.5% | -6.8% | +24.3% | +20.3% |
| 3M | +13.4% | +2.7% | +10.7% | +11.9% |
| 6M | +17.7% | +5.5% | +12.3% | +14.6% |
| YTD | +46.6% | +15.7% | +30.9% | +37.8% |
| 1Y | +44.6% | +20.9% | +23.7% | +33.7% |
| 3Y | +20.7% | +112.4% | -91.7% | -9.7% |
| 5Y | +185.0% | +101.4% | +83.7% | +113.2% |
| 10Y | +347.0% | +60.6% | +286.4% | +227.3% |
| All | +3,446.3% | +5,256.9% | -1,810.6% | +1,124.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling