+337.5%
COP vs SPYG
+420.3%
-82.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.9% |
| 7D | +1.0% | -1.8% | +2.8% | +2.2% |
| 30D | +9.6% | -1.9% | +11.5% | +10.8% |
| 3M | +15.0% | +5.2% | +9.9% | +10.0% |
| 6M | +21.8% | +15.6% | +6.2% | +7.4% |
| YTD | +49.6% | +12.4% | +37.2% | +34.2% |
| 1Y | +49.9% | +17.5% | +32.4% | +29.5% |
| 3Y | +22.6% | +98.1% | -75.5% | -32.3% |
| 5Y | +193.6% | +84.9% | +108.7% | +66.2% |
| All | +337.5% | +420.3% | -82.8% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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