+194.7%
COP vs SPOT
+227.0%
-32.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -0.7% |
| 7D | +3.0% | -0.9% | +3.9% | +3.1% |
| 30D | +17.5% | +12.5% | +5.0% | +15.8% |
| 3M | +13.4% | +9.9% | +3.5% | +11.9% |
| 6M | +17.7% | +1.6% | +16.2% | +16.8% |
| YTD | +46.6% | -6.6% | +53.2% | +46.4% |
| 1Y | +44.6% | -22.9% | +67.5% | +47.8% |
| 3Y | +20.7% | +244.3% | -223.6% | -2.4% |
| 5Y | +185.0% | +117.8% | +67.2% | +139.1% |
| All | +194.7% | +227.0% | -32.3% | +83.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling