+60.7%
COP vs SPOT
+0.4%
+60.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +4.6% | -9.8% | -5.2% |
| 7D | -8.1% | +16.6% | -24.7% | -8.3% |
| 30D | +6.7% | +29.9% | -23.3% | +6.4% |
| 3M | +16.9% | +31.3% | -14.4% | +16.8% |
| 6M | +11.2% | +43.2% | -32.0% | +11.6% |
| YTD | +49.5% | +8.1% | +41.4% | +49.9% |
| 1Y | +60.7% | -0.3% | +61.0% | +61.8% |
| All | +60.7% | +0.4% | +60.3% | +61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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