+190.0%
COP vs SPY
+82.8%
+107.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.8% |
| 7D | +3.0% | +0.1% | +2.9% | +2.9% |
| 30D | +17.5% | +0.1% | +17.4% | +17.3% |
| 3M | +13.4% | +2.0% | +11.4% | +11.5% |
| 6M | +17.7% | +13.0% | +4.7% | +7.6% |
| YTD | +46.6% | +13.5% | +33.0% | +33.4% |
| 1Y | +44.6% | +20.0% | +24.6% | +26.2% |
| 3Y | +20.7% | +77.2% | -56.5% | -20.8% |
| All | +190.0% | +82.8% | +107.2% | +87.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling