+192.7%
COPJ vs SPY
+92.7%
+100.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | -0.1% |
| 7D | -1.1% | -0.8% | -0.4% | -0.2% |
| 30D | +1.6% | -1.1% | +2.6% | +3.0% |
| 3M | +11.2% | +3.9% | +7.3% | +6.5% |
| 6M | +4.3% | +13.6% | -9.3% | -8.5% |
| YTD | +15.7% | +12.7% | +3.0% | +2.5% |
| 1Y | +80.9% | +17.5% | +63.4% | +54.2% |
| 3Y | +207.4% | +76.9% | +130.5% | +67.2% |
| All | +192.7% | +92.7% | +100.0% | +45.4% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling