+182.4%
COPJ vs SPY
+78.1%
+104.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.6% |
| 7D | -2.5% | +2.6% | -5.1% | -5.6% |
| 30D | -11.9% | -2.0% | -9.9% | -9.4% |
| 3M | -18.9% | -2.8% | -16.1% | -15.6% |
| 6M | -24.3% | +2.1% | -26.5% | -25.2% |
| YTD | -9.7% | +11.5% | -21.2% | -18.6% |
| 1Y | +13.3% | +13.5% | -0.1% | +0.6% |
| 3Y | +182.4% | +77.7% | +104.7% | +50.9% |
| All | +182.4% | +78.1% | +104.3% | +50.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling