+132.8%
COPA vs SPY
+36.4%
+96.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.7% |
| 7D | +5.3% | -0.4% | +5.6% | +5.7% |
| 30D | +6.9% | -1.4% | +8.3% | +8.8% |
| 3M | +19.8% | +3.7% | +16.1% | +14.8% |
| 6M | +24.6% | +13.0% | +11.6% | +9.0% |
| YTD | +35.7% | +12.4% | +23.3% | +19.7% |
| 1Y | +90.2% | +18.5% | +71.6% | +59.9% |
| All | +132.8% | +36.4% | +96.4% | +73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling