+606.7%
COP vs SPXS
-100.0%
+706.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -0.6% |
| 7D | +3.0% | -0.1% | +3.1% | +3.0% |
| 30D | +17.5% | +0.8% | +16.7% | +17.8% |
| 3M | +13.4% | -4.7% | +18.1% | +11.5% |
| 6M | +17.7% | -29.6% | +47.4% | +3.7% |
| YTD | +46.6% | -29.8% | +76.4% | +29.3% |
| 1Y | +44.6% | -38.9% | +83.5% | +22.0% |
| 3Y | +20.7% | -79.6% | +100.3% | -25.5% |
| 5Y | +185.0% | -85.9% | +271.0% | +77.1% |
| 10Y | +347.0% | -99.5% | +446.5% | +16.8% |
| All | +606.7% | -100.0% | +706.7% | -52.9% |
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