+193.6%
COP vs SU
+341.5%
-147.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | +1.0% | +1.7% | -0.7% | -0.3% |
| 30D | +9.6% | +9.6% | -0.1% | +1.9% |
| 3M | +15.0% | +11.7% | +3.3% | +5.2% |
| 6M | +21.8% | +21.9% | -0.2% | +3.7% |
| YTD | +49.6% | +58.6% | -9.0% | +3.8% |
| 1Y | +49.9% | +66.5% | -16.7% | 0.0% |
| 3Y | +22.6% | +121.4% | -98.8% | -35.1% |
| 5Y | +193.6% | +355.7% | -162.1% | +2.8% |
| All | +193.6% | +341.5% | -147.9% | +2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling