+458.9%
COP vs SPYM
+829.4%
-370.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.7% |
| 7D | +3.0% | +0.1% | +2.9% | +2.8% |
| 30D | +17.5% | +0.1% | +17.4% | +17.2% |
| 3M | +13.4% | +2.0% | +11.3% | +10.0% |
| 6M | +17.7% | +13.1% | +4.7% | +1.6% |
| YTD | +46.6% | +13.6% | +33.0% | +25.6% |
| 1Y | +44.6% | +20.1% | +24.5% | +16.6% |
| 3Y | +20.7% | +77.6% | -56.9% | -36.7% |
| 5Y | +185.0% | +82.5% | +102.5% | +41.7% |
| 10Y | +347.0% | +317.6% | +29.4% | -3.9% |
| All | +458.9% | +829.4% | -370.5% | -44.4% |
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