+3,785.3%
COP vs SPY
+3,056.6%
+728.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +0.5% |
| 7D | +0.7% | -0.9% | +1.6% | +1.3% |
| 30D | +0.2% | -2.4% | +2.6% | +1.9% |
| 3M | +10.2% | -1.2% | +11.4% | +10.5% |
| 6M | +20.1% | +3.3% | +16.8% | +14.9% |
| YTD | +50.5% | +12.3% | +38.2% | +32.3% |
| 1Y | +56.8% | +12.4% | +44.4% | +37.5% |
| 3Y | +30.3% | +78.8% | -48.5% | -25.7% |
| 5Y | +126.8% | +75.2% | +51.7% | +29.7% |
| 10Y | +325.0% | +311.1% | +13.9% | +21.3% |
| All | +3,785.3% | +3,056.6% | +728.8% | +194.2% |
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