+139.1%
COPP vs SPY
+54.6%
+84.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.5% | +5.7% | +5.9% |
| 7D | +6.7% | +0.5% | +6.2% | +5.8% |
| 30D | +7.2% | -0.9% | +8.2% | +8.7% |
| 3M | +15.3% | +3.9% | +11.4% | +9.2% |
| 6M | +23.1% | +14.5% | +8.5% | +2.9% |
| YTD | +31.9% | +12.9% | +19.0% | +12.7% |
| 1Y | +86.4% | +19.4% | +67.1% | +49.3% |
| All | +139.1% | +54.6% | +84.5% | +47.2% |
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