+32.0%
COP vs STRL
+354.9%
-322.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.6% |
| 7D | +3.4% | +23.4% | -20.0% | +3.1% |
| 30D | -0.6% | -39.5% | +38.9% | -0.2% |
| 3M | +10.8% | -45.1% | +55.8% | +11.3% |
| 6M | +19.6% | -64.6% | +84.2% | +21.1% |
| YTD | +52.9% | -1.5% | +54.4% | +46.3% |
| 1Y | +62.2% | -20.8% | +83.0% | +57.6% |
| All | +32.0% | +354.9% | -322.9% | +7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling