+78.0%
COPA vs SPY
+34.5%
+43.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.4% |
| 7D | +2.3% | -0.6% | +2.8% | +3.2% |
| 30D | -15.3% | -3.7% | -11.6% | -10.7% |
| 3M | -18.3% | -2.7% | -15.5% | -14.9% |
| 6M | -11.5% | +2.2% | -13.6% | -12.6% |
| YTD | +3.7% | +10.8% | -7.1% | -6.3% |
| 1Y | +24.0% | +11.2% | +12.8% | +11.7% |
| All | +78.0% | +34.5% | +43.5% | +35.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling