+193.3%
COP vs SPXS
-85.7%
+279.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +1.4% |
| 7D | -0.5% | +1.2% | -1.7% | -0.2% |
| 30D | +11.7% | +5.2% | +6.5% | +12.8% |
| 3M | +17.7% | -9.2% | +26.8% | +15.4% |
| 6M | +18.3% | -29.6% | +47.9% | +9.7% |
| YTD | +49.1% | -27.6% | +76.7% | +39.5% |
| 1Y | +53.3% | -36.7% | +90.0% | +39.5% |
| 3Y | +22.2% | -79.8% | +102.0% | -9.9% |
| 5Y | +193.3% | -85.9% | +279.2% | +121.7% |
| All | +193.3% | -85.7% | +279.0% | +121.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling