+193.3%
COP vs SPYM
+81.6%
+111.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.4% |
| 7D | -0.5% | -0.4% | -0.1% | -0.3% |
| 30D | +11.7% | -1.4% | +13.1% | +12.5% |
| 3M | +17.7% | +3.7% | +14.0% | +14.4% |
| 6M | +18.3% | +13.0% | +5.3% | +7.9% |
| YTD | +49.1% | +12.5% | +36.6% | +36.3% |
| 1Y | +53.3% | +18.6% | +34.7% | +34.6% |
| 3Y | +22.2% | +78.0% | -55.9% | -20.6% |
| 5Y | +193.3% | +82.3% | +111.0% | +87.3% |
| All | +193.3% | +81.6% | +111.7% | +87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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