+329.9%
COP vs SRE
+126.1%
+203.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.1% |
| 7D | +3.4% | -1.1% | +4.5% | +4.0% |
| 30D | -0.6% | -4.1% | +3.5% | +1.6% |
| 3M | +10.8% | -7.3% | +18.1% | +14.8% |
| 6M | +19.6% | -14.1% | +33.7% | +28.9% |
| YTD | +52.9% | -8.5% | +61.4% | +58.6% |
| 1Y | +62.2% | -12.0% | +74.2% | +71.6% |
| 3Y | +32.4% | +23.4% | +9.0% | +10.2% |
| 5Y | +129.7% | +51.3% | +78.4% | +67.8% |
| All | +329.9% | +126.1% | +203.8% | +216.7% |
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