+49.9%
COP vs SPMO
+24.7%
+25.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | -0.1% |
| 7D | +1.0% | +0.1% | +0.9% | +1.0% |
| 30D | +9.6% | -0.7% | +10.3% | +9.4% |
| 3M | +15.0% | +2.8% | +12.2% | +16.7% |
| 6M | +21.8% | +24.4% | -2.7% | +31.5% |
| YTD | +49.6% | +24.2% | +25.4% | +61.2% |
| 1Y | +49.9% | +24.5% | +25.4% | +69.3% |
| All | +49.9% | +24.7% | +25.2% | +69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 1y: compounded portfolio wealth divided by compounded SPMO 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…
1y analysis · Full analysis span regression · 6 months rolling