+20.8%
COP vs SRE
+33.0%
-12.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.1% |
| 7D | -0.8% | +1.4% | -2.3% | -1.3% |
| 30D | +15.6% | +1.9% | +13.7% | +14.8% |
| 3M | +14.3% | -3.3% | +17.6% | +15.4% |
| 6M | +17.0% | -6.4% | +23.4% | +19.1% |
| YTD | +47.4% | -1.8% | +49.3% | +47.6% |
| 1Y | +52.4% | +10.7% | +41.7% | +46.5% |
| 3Y | +20.8% | +31.8% | -11.0% | +4.7% |
| All | +20.8% | +33.0% | -12.2% | +4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling