+34.1%
COP vs SPOT
+260.4%
-226.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | +1.5% |
| 7D | +4.4% | +1.6% | +2.8% | +4.3% |
| 30D | 0.0% | +16.9% | -17.0% | -0.7% |
| 3M | +15.0% | +23.0% | -7.9% | +14.0% |
| 6M | +22.0% | +42.2% | -20.2% | +20.2% |
| YTD | +55.3% | +5.5% | +49.8% | +54.9% |
| 1Y | +64.1% | -5.1% | +69.2% | +64.8% |
| 3Y | +34.1% | +257.9% | -223.8% | +31.0% |
| All | +34.1% | +260.4% | -226.3% | +31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling