+20.8%
COP vs SPXS
-80.2%
+101.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.1% | +0.8% |
| 7D | -0.8% | -1.5% | +0.7% | -1.1% |
| 30D | +15.6% | +3.7% | +11.9% | +16.2% |
| 3M | +14.3% | -9.6% | +23.9% | +12.5% |
| 6M | +17.0% | -32.4% | +49.4% | +8.8% |
| YTD | +47.4% | -28.7% | +76.1% | +39.2% |
| 1Y | +52.4% | -38.1% | +90.5% | +39.6% |
| 3Y | +20.8% | -80.1% | +100.9% | -8.5% |
| All | +20.8% | -80.2% | +101.1% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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