+129.7%
COP vs SPYG
+70.6%
+59.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | +3.4% | +4.2% | -0.8% | +2.1% |
| 30D | -0.6% | -7.4% | +6.8% | +1.6% |
| 3M | +10.8% | -5.3% | +16.0% | +12.2% |
| 6M | +19.6% | -1.2% | +20.8% | +18.9% |
| YTD | +52.9% | +9.0% | +43.9% | +45.5% |
| 1Y | +62.2% | +8.8% | +53.4% | +54.3% |
| 3Y | +32.4% | +92.8% | -60.4% | -4.4% |
| 5Y | +129.7% | +69.3% | +60.5% | +72.0% |
| All | +129.7% | +70.6% | +59.1% | +72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling