+127.5%
COPP vs SPY
+55.4%
+72.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.1% |
| 7D | -3.8% | +0.1% | -3.9% | -3.9% |
| 30D | +3.1% | +0.1% | +3.1% | +3.1% |
| 3M | -0.5% | +2.0% | -2.5% | -2.8% |
| 6M | +5.6% | +13.0% | -7.5% | -10.1% |
| YTD | +25.5% | +13.5% | +11.9% | +6.4% |
| 1Y | +82.1% | +20.0% | +62.1% | +44.7% |
| All | +127.5% | +55.4% | +72.1% | +38.9% |
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 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