+319.7%
SPY vs COP
+334.3%
-14.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.7% |
| 7D | -0.4% | -0.5% | +0.1% | -0.3% |
| 30D | -1.4% | +11.7% | -13.1% | -4.0% |
| 3M | +3.7% | +17.7% | -14.0% | -0.6% |
| 6M | +13.0% | +18.3% | -5.3% | +7.6% |
| YTD | +12.4% | +49.1% | -36.7% | +0.8% |
| 1Y | +18.5% | +53.3% | -34.8% | +5.2% |
| 3Y | +77.6% | +22.2% | +55.5% | +64.1% |
| 5Y | +81.7% | +193.3% | -111.6% | +29.2% |
| 10Y | +319.7% | +340.2% | -20.6% | +159.2% |
| All | +319.7% | +334.3% | -14.6% | +159.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 10y: compounded portfolio wealth divided by compounded COP 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…
10y analysis · Full analysis span regression · 6 months rolling