+637.3%
COP vs SPXS
-100.0%
+737.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +2.0% |
| 7D | +3.4% | -9.5% | +12.9% | -0.1% |
| 30D | -0.6% | +7.4% | -8.0% | +2.1% |
| 3M | +10.8% | +6.1% | +4.6% | +13.3% |
| 6M | +19.6% | -7.3% | +26.9% | +16.7% |
| YTD | +52.9% | -26.7% | +79.7% | +37.3% |
| 1Y | +62.2% | -26.2% | +88.4% | +46.3% |
| 3Y | +32.4% | -80.3% | +112.7% | -19.8% |
| 5Y | +129.7% | -83.4% | +213.2% | +51.6% |
| 10Y | +331.8% | -99.5% | +431.3% | +14.2% |
| All | +637.3% | -100.0% | +737.3% | -50.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling