+3,740.5%
COP vs SPY
+2,954.7%
+785.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.3% |
| 7D | -11.5% | -2.7% | -8.8% | -9.6% |
| 30D | +5.0% | -5.4% | +10.3% | +9.8% |
| 3M | +17.5% | -4.1% | +21.6% | +21.1% |
| 6M | +16.2% | +0.7% | +15.5% | +13.8% |
| YTD | +48.8% | +8.7% | +40.1% | +34.7% |
| 1Y | +64.1% | +10.9% | +53.2% | +45.7% |
| 3Y | +25.7% | +75.0% | -49.3% | -26.9% |
| 5Y | +114.4% | +67.8% | +46.6% | +27.5% |
| 10Y | +331.7% | +312.9% | +18.8% | +23.1% |
| All | +3,740.5% | +2,954.7% | +785.8% | +199.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling