+193.3%
COP vs SRE
+48.6%
+144.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.3% |
| 7D | -0.5% | +1.5% | -1.9% | -1.1% |
| 30D | +11.7% | +0.8% | +10.9% | +11.1% |
| 3M | +17.7% | -5.8% | +23.5% | +20.6% |
| 6M | +18.3% | -7.8% | +26.1% | +22.0% |
| YTD | +49.1% | -2.4% | +51.4% | +49.5% |
| 1Y | +53.3% | +8.9% | +44.4% | +45.7% |
| 3Y | +22.2% | +31.1% | -8.9% | -0.7% |
| 5Y | +193.3% | +48.6% | +144.7% | +115.8% |
| All | +193.3% | +48.6% | +144.7% | +115.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling