+60.7%
COP vs STT
+53.6%
+7.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.2% | -7.3% | -5.0% |
| 7D | -8.1% | -0.1% | -8.1% | -8.1% |
| 30D | +6.7% | -1.7% | +8.3% | +6.7% |
| 3M | +16.9% | -6.4% | +23.3% | +16.6% |
| 6M | +11.2% | +17.7% | -6.5% | +11.1% |
| YTD | +49.5% | +36.9% | +12.6% | +45.6% |
| 1Y | +60.7% | +52.0% | +8.7% | +53.2% |
| All | +60.7% | +53.6% | +7.1% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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