+336.7%
COP vs SPYG
+393.2%
-56.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +2.2% |
| 7D | +4.4% | +2.3% | +2.1% | +2.8% |
| 30D | 0.0% | -6.5% | +6.4% | +3.9% |
| 3M | +15.0% | -6.8% | +21.9% | +19.5% |
| 6M | +22.0% | -3.1% | +25.1% | +22.1% |
| YTD | +55.3% | +8.0% | +47.3% | +42.0% |
| 1Y | +64.1% | +10.2% | +53.9% | +47.4% |
| 3Y | +34.1% | +91.0% | -56.9% | -24.7% |
| 5Y | +133.4% | +67.7% | +65.6% | +43.5% |
| All | +336.7% | +393.2% | -56.5% | +2.7% |
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