+492.3%
COP vs SPYM
+812.4%
-320.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +2.0% |
| 7D | +4.4% | +2.6% | +1.9% | +1.7% |
| 30D | 0.0% | -2.0% | +2.0% | +1.5% |
| 3M | +15.0% | -2.8% | +17.8% | +17.4% |
| 6M | +22.0% | +2.2% | +19.8% | +17.2% |
| YTD | +55.3% | +11.5% | +43.8% | +34.6% |
| 1Y | +64.1% | +13.5% | +50.6% | +39.4% |
| 3Y | +34.1% | +78.0% | -44.0% | -30.4% |
| 5Y | +133.4% | +73.1% | +60.2% | +22.0% |
| 10Y | +338.6% | +310.9% | +27.7% | -4.8% |
| All | +492.3% | +812.4% | -320.0% | -40.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling