+60.7%
COP vs SU
+88.1%
-27.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.5% | -0.6% | -1.7% |
| 7D | -8.1% | -7.1% | -1.0% | -2.8% |
| 30D | +6.7% | +4.8% | +1.9% | +3.1% |
| 3M | +16.9% | +12.5% | +4.4% | +7.3% |
| 6M | +11.2% | +6.5% | +4.7% | +5.6% |
| YTD | +49.5% | +65.8% | -16.3% | +4.6% |
| 1Y | +60.7% | +86.2% | -25.5% | +6.6% |
| All | +60.7% | +88.1% | -27.4% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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