+1,677.3%
COP vs SRE
+1,525.5%
+151.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.4% | -0.8% |
| 7D | +3.0% | -0.3% | +3.3% | +3.1% |
| 30D | +17.5% | -0.7% | +18.2% | +17.7% |
| 3M | +13.4% | -6.3% | +19.7% | +16.7% |
| 6M | +17.7% | -10.7% | +28.4% | +23.7% |
| YTD | +46.6% | -3.5% | +50.1% | +48.0% |
| 1Y | +44.6% | +5.3% | +39.3% | +39.5% |
| 3Y | +20.7% | +31.8% | -11.1% | +0.6% |
| 5Y | +185.0% | +47.4% | +137.7% | +123.8% |
| 10Y | +347.0% | +120.6% | +226.4% | +183.2% |
| All | +1,677.3% | +1,525.5% | +151.8% | +407.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling