+11.4%
COP vs SUI
-0.2%
+11.6%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.1% |
| 7D | -9.7% | +8.8% | -18.5% | -9.9% |
| 30D | +4.7% | +8.9% | -4.2% | +4.8% |
| 3M | +18.5% | +2.0% | +16.5% | +19.4% |
| 6M | +11.4% | -0.6% | +12.0% | +12.3% |
| All | +11.4% | -0.2% | +11.6% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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