+483.1%
COP vs SPYM
+816.1%
-333.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.9% |
| 7D | +3.4% | +3.3% | +0.1% | 0.0% |
| 30D | -0.6% | -2.6% | +2.0% | +1.6% |
| 3M | +10.8% | -1.7% | +12.5% | +11.8% |
| 6M | +19.6% | +3.1% | +16.5% | +13.8% |
| YTD | +52.9% | +12.0% | +40.9% | +32.0% |
| 1Y | +62.2% | +12.1% | +50.1% | +39.6% |
| 3Y | +32.4% | +78.5% | -46.2% | -31.5% |
| 5Y | +129.7% | +73.8% | +55.9% | +19.6% |
| 10Y | +331.8% | +312.5% | +19.2% | -6.7% |
| All | +483.1% | +816.1% | -333.0% | -41.5% |
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