+329.9%
COP vs SPY
+308.5%
+21.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +1.9% | +1.9% |
| 7D | +3.4% | +3.3% | +0.1% | 0.0% |
| 30D | -0.6% | -2.7% | +2.1% | +1.6% |
| 3M | +10.8% | -1.7% | +12.5% | +11.8% |
| 6M | +19.6% | +3.1% | +16.5% | +13.8% |
| YTD | +52.9% | +11.9% | +41.0% | +32.0% |
| 1Y | +62.2% | +12.0% | +50.2% | +39.6% |
| 3Y | +32.4% | +78.2% | -45.8% | -33.4% |
| 5Y | +129.7% | +73.2% | +56.5% | +16.9% |
| All | +329.9% | +308.5% | +21.4% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling