+28.1%
COP vs SRE
+23.3%
+4.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | -6.1% | -8.2% | +2.1% | -3.7% |
| 30D | +1.1% | -3.6% | +4.8% | +2.2% |
| 3M | +10.9% | -6.3% | +17.2% | +12.9% |
| 6M | +20.8% | -13.0% | +33.8% | +25.5% |
| YTD | +48.0% | -9.2% | +57.2% | +51.6% |
| 1Y | +58.5% | -13.1% | +71.6% | +64.4% |
| 3Y | +28.1% | +22.4% | +5.7% | +20.3% |
| All | +28.1% | +23.3% | +4.8% | +20.3% |
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