+1,220.9%
COP vs SPYG
+533.7%
+687.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.8% |
| 7D | +3.4% | +4.2% | -0.8% | +0.5% |
| 30D | -0.6% | -7.4% | +6.8% | +4.1% |
| 3M | +10.8% | -5.3% | +16.0% | +13.9% |
| 6M | +19.6% | -1.2% | +20.8% | +18.1% |
| YTD | +52.9% | +9.0% | +43.9% | +39.1% |
| 1Y | +62.2% | +8.8% | +53.4% | +47.4% |
| 3Y | +32.4% | +92.8% | -60.4% | -22.4% |
| 5Y | +129.7% | +69.3% | +60.5% | +43.7% |
| 10Y | +331.8% | +398.4% | -66.7% | +24.8% |
| All | +1,220.9% | +533.7% | +687.2% | +100.9% |
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