+262.4%
COP vs SPMO
+495.2%
-232.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +2.6% |
| 7D | +4.4% | +6.3% | -1.9% | +0.2% |
| 30D | 0.0% | -8.9% | +8.8% | +5.4% |
| 3M | +15.0% | -13.2% | +28.2% | +24.6% |
| 6M | +22.0% | -9.3% | +31.3% | +24.7% |
| YTD | +55.3% | +11.6% | +43.8% | +33.7% |
| 1Y | +64.1% | +13.4% | +50.7% | +39.2% |
| 3Y | +34.1% | +122.9% | -88.8% | -37.7% |
| 5Y | +133.4% | +113.9% | +19.5% | +12.3% |
| 10Y | +338.6% | +460.5% | -121.9% | +12.7% |
| All | +262.4% | +495.2% | -232.8% | -11.0% |
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