+12.0%
SPY vs COP
+61.7%
-49.7%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -1.9% | -0.1% |
| 7D | +3.3% | +3.4% | -0.1% | +3.7% |
| 30D | -2.7% | -0.6% | -2.1% | -2.7% |
| 3M | -1.7% | +10.8% | -12.5% | -0.2% |
| 6M | +3.1% | +19.6% | -16.5% | +6.0% |
| YTD | +11.9% | +52.9% | -41.0% | +13.7% |
| 1Y | +12.0% | +62.2% | -50.2% | +13.6% |
| All | +12.0% | +61.7% | -49.7% | +13.6% |
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