+242.0%
COP vs SPMO
+572.4%
-330.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.6% | -2.1% |
| 7D | +3.0% | +2.0% | +1.0% | +1.6% |
| 30D | +17.5% | -0.4% | +17.9% | +17.5% |
| 3M | +13.4% | -1.9% | +15.2% | +12.2% |
| 6M | +17.7% | +25.0% | -7.3% | -4.5% |
| YTD | +46.6% | +26.0% | +20.6% | +17.9% |
| 1Y | +44.6% | +28.7% | +15.9% | +13.9% |
| 3Y | +20.7% | +160.9% | -140.2% | -49.3% |
| 5Y | +185.0% | +147.9% | +37.1% | +25.3% |
| 10Y | +347.0% | +518.9% | -171.9% | +7.9% |
| All | +242.0% | +572.4% | -330.4% | -21.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling