+113.0%
COP vs SPY
+67.4%
+45.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.4% |
| 7D | -11.5% | -2.7% | -8.8% | -10.3% |
| 30D | +5.0% | -5.4% | +10.3% | +8.1% |
| 3M | +17.5% | -4.1% | +21.6% | +19.8% |
| 6M | +16.2% | +0.7% | +15.5% | +14.4% |
| YTD | +48.8% | +8.7% | +40.1% | +38.4% |
| 1Y | +64.1% | +10.9% | +53.2% | +50.3% |
| 3Y | +25.7% | +75.0% | -49.3% | -17.5% |
| All | +113.0% | +67.4% | +45.6% | +45.1% |
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