+132.7%
COPA vs SPY
+37.0%
+95.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.5% | +5.3% | +5.4% |
| 7D | +6.0% | +0.5% | +5.4% | +5.2% |
| 30D | +8.5% | -0.9% | +9.4% | +9.8% |
| 3M | +19.6% | +3.9% | +15.7% | +14.3% |
| 6M | +25.9% | +14.5% | +11.3% | +8.4% |
| YTD | +35.6% | +12.9% | +22.7% | +19.0% |
| 1Y | +90.2% | +19.4% | +70.9% | +58.7% |
| All | +132.7% | +37.0% | +95.7% | +72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling