+52.4%
COP vs SPOT
-25.6%
+78.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +0.6% |
| 7D | -0.8% | -2.9% | +2.0% | -0.9% |
| 30D | +15.6% | +8.3% | +7.3% | +15.7% |
| 3M | +14.3% | +5.1% | +9.3% | +14.5% |
| 6M | +17.0% | -6.5% | +23.4% | +16.8% |
| YTD | +47.4% | -9.0% | +56.4% | +46.8% |
| 1Y | +52.4% | -26.4% | +78.8% | +48.4% |
| All | +52.4% | -25.6% | +78.0% | +48.4% |
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