+199.6%
COP vs SPOT
+215.3%
-15.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.2% |
| 7D | -0.5% | -6.5% | +6.0% | +0.3% |
| 30D | +11.7% | +2.2% | +9.5% | +11.3% |
| 3M | +17.7% | +5.4% | +12.3% | +16.7% |
| 6M | +18.3% | -4.0% | +22.3% | +18.1% |
| YTD | +49.1% | -9.9% | +59.0% | +49.5% |
| 1Y | +53.3% | -27.3% | +80.6% | +57.8% |
| 3Y | +22.2% | +236.4% | -214.2% | -1.0% |
| 5Y | +193.3% | +112.6% | +80.7% | +146.5% |
| All | +199.6% | +215.3% | -15.6% | +87.1% |
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