+336.7%
COP vs SRE
+127.7%
+209.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.2% |
| 7D | +4.4% | +1.8% | +2.7% | +3.4% |
| 30D | 0.0% | -3.0% | +2.9% | +1.5% |
| 3M | +15.0% | -7.3% | +22.3% | +19.2% |
| 6M | +22.0% | -11.9% | +33.9% | +29.6% |
| YTD | +55.3% | -7.9% | +63.2% | +60.5% |
| 1Y | +64.1% | -11.1% | +75.3% | +72.7% |
| 3Y | +34.1% | +24.8% | +9.3% | +10.9% |
| 5Y | +133.4% | +52.4% | +81.0% | +69.8% |
| All | +336.7% | +127.7% | +209.0% | +220.5% |
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