+17.7%
COP vs STT
+54.6%
-36.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.2% | -1.0% |
| 7D | +3.0% | +0.5% | +2.5% | +3.2% |
| 30D | +17.5% | +3.9% | +13.6% | +18.8% |
| 3M | +13.4% | +20.0% | -6.6% | +19.7% |
| 6M | +17.7% | +55.3% | -37.6% | +38.4% |
| All | +17.7% | +54.6% | -36.8% | +38.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling