+195.1%
COP vs SPOT
+267.1%
-72.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.4% |
| 7D | -8.4% | +2.5% | -11.0% | -8.7% |
| 30D | +0.3% | +15.1% | -14.8% | -1.5% |
| 3M | +15.1% | +24.8% | -9.7% | +11.8% |
| 6M | +19.8% | +45.8% | -26.0% | +13.9% |
| YTD | +46.8% | +4.9% | +41.9% | +44.3% |
| 1Y | +59.7% | -1.3% | +61.0% | +58.2% |
| 3Y | +28.7% | +257.7% | -229.0% | +4.0% |
| 5Y | +110.7% | +118.5% | -7.8% | +78.5% |
| All | +195.1% | +267.1% | -72.0% | +80.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling