+1,173.6%
COP vs SPYG
+561.6%
+612.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.9% |
| 7D | -0.8% | +1.2% | -2.0% | -1.7% |
| 30D | +15.6% | -1.6% | +17.1% | +16.6% |
| 3M | +14.3% | +3.4% | +11.0% | +10.6% |
| 6M | +17.0% | +18.9% | -1.9% | +1.3% |
| YTD | +47.4% | +13.8% | +33.6% | +31.3% |
| 1Y | +52.4% | +20.6% | +31.8% | +29.7% |
| 3Y | +20.8% | +100.5% | -79.7% | -30.6% |
| 5Y | +191.7% | +84.6% | +107.1% | +72.5% |
| 10Y | +325.1% | +410.8% | -85.7% | +21.8% |
| All | +1,173.6% | +561.6% | +612.0% | +89.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling