+75.0%
SPY vs COP
+23.8%
+51.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | -2.7% | -11.5% | +8.8% | -1.4% |
| 30D | -5.4% | +5.0% | -10.3% | -6.1% |
| 3M | -4.1% | +17.5% | -21.6% | -6.4% |
| 6M | +0.7% | +16.2% | -15.5% | -1.7% |
| YTD | +8.7% | +48.8% | -40.1% | -0.6% |
| 1Y | +10.9% | +64.1% | -53.2% | -1.3% |
| 3Y | +75.0% | +25.7% | +49.3% | +60.3% |
| All | +75.0% | +23.8% | +51.2% | +60.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling