+335.9%
COP vs SRE
+126.8%
+209.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.4% |
| 7D | -0.5% | +1.5% | -1.9% | -1.3% |
| 30D | +11.7% | +0.8% | +10.9% | +11.0% |
| 3M | +17.7% | -5.8% | +23.5% | +21.1% |
| 6M | +18.3% | -7.8% | +26.1% | +22.7% |
| YTD | +49.1% | -2.4% | +51.4% | +49.6% |
| 1Y | +53.3% | +8.9% | +44.4% | +44.5% |
| 3Y | +22.2% | +31.1% | -8.9% | -0.9% |
| 5Y | +193.3% | +48.6% | +144.7% | +119.4% |
| All | +335.9% | +126.8% | +209.1% | +193.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling