+4,518.6%
COP vs SU
+60,758.6%
-56,240.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.3% | +0.6% |
| 7D | -0.8% | -1.0% | +0.1% | -0.8% |
| 30D | +15.6% | +13.7% | +1.9% | +15.6% |
| 3M | +14.3% | +8.0% | +6.3% | +14.3% |
| 6M | +17.0% | +21.0% | -4.0% | +17.0% |
| YTD | +47.4% | +56.2% | -8.8% | +47.4% |
| 1Y | +52.4% | +72.2% | -19.8% | +52.3% |
| 3Y | +20.8% | +118.1% | -97.3% | +20.7% |
| 5Y | +191.7% | +350.3% | -158.6% | +191.3% |
| 10Y | +325.1% | +248.5% | +76.6% | +324.6% |
| All | +4,518.6% | +60,758.6% | -56,240.0% | +4,659.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling