+25.7%
COP vs STRL
+233.5%
-207.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.5% | -2.9% | +0.5% |
| 7D | -11.5% | -26.9% | +15.4% | -11.1% |
| 30D | +5.0% | -52.7% | +57.6% | +5.9% |
| 3M | +17.5% | -52.8% | +70.3% | +18.5% |
| 6M | +16.2% | -71.5% | +87.7% | +18.4% |
| YTD | +48.8% | -17.4% | +66.2% | +42.5% |
| 1Y | +64.1% | -35.0% | +99.1% | +60.0% |
| 3Y | +25.7% | +239.2% | -213.6% | +1.0% |
| All | +25.7% | +233.5% | -207.9% | +1.0% |
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