+18.5%
SPY vs COP
+52.6%
-34.0%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.4% |
| 7D | -0.4% | -0.5% | +0.1% | -0.4% |
| 30D | -1.4% | +11.7% | -13.1% | -0.3% |
| 3M | +3.7% | +17.7% | -14.0% | +5.5% |
| 6M | +13.0% | +18.3% | -5.3% | +14.1% |
| YTD | +12.4% | +49.1% | -36.7% | +11.7% |
| 1Y | +18.5% | +53.3% | -34.8% | +17.3% |
| All | +18.5% | +52.6% | -34.0% | +17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling