+58.5%
COP vs STRL
-26.6%
+85.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.8% |
| 7D | -6.1% | -19.8% | +13.7% | -6.9% |
| 30D | +1.1% | -43.6% | +44.7% | -1.7% |
| 3M | +10.9% | -45.2% | +56.2% | +8.0% |
| 6M | +20.8% | -65.7% | +86.5% | +15.4% |
| YTD | +48.0% | -5.4% | +53.5% | +54.1% |
| 1Y | +58.5% | -24.7% | +83.2% | +65.9% |
| All | +58.5% | -26.6% | +85.1% | +65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 1y: compounded portfolio wealth divided by compounded STRL 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…
1y analysis · Full analysis span regression · 6 months rolling