+44.6%
COP vs SRE
+4.7%
+39.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.4% | -0.9% |
| 7D | +3.0% | -0.3% | +3.3% | +3.0% |
| 30D | +17.5% | -0.7% | +18.2% | +17.5% |
| 3M | +13.4% | -6.3% | +19.7% | +15.5% |
| 6M | +17.7% | -10.7% | +28.4% | +21.6% |
| YTD | +46.6% | -3.5% | +50.1% | +46.7% |
| 1Y | +44.6% | +5.3% | +39.3% | +38.2% |
| All | +44.6% | +4.7% | +39.9% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 1y: compounded portfolio wealth divided by compounded SRE 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…
1y analysis · Full analysis span regression · 6 months rolling