+3,029.2%
SPY vs COP
+3,796.5%
-767.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.7% | +2.8% |
| 7D | +0.1% | -8.4% | +8.5% | +2.6% |
| 30D | -3.3% | +0.3% | -3.6% | -3.7% |
| 3M | -2.4% | +15.1% | -17.5% | -7.0% |
| 6M | +2.6% | +19.8% | -17.2% | -4.0% |
| YTD | +11.2% | +46.8% | -35.6% | -3.1% |
| 1Y | +13.4% | +59.7% | -46.4% | -4.0% |
| 3Y | +79.9% | +28.7% | +51.2% | +59.6% |
| 5Y | +72.2% | +110.7% | -38.5% | +25.4% |
| 10Y | +307.3% | +298.3% | +9.0% | +114.3% |
| All | +3,029.2% | +3,796.5% | -767.3% | +849.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling