+20.1%
COP vs SAN
+3.1%
+17.0%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.4% |
| 7D | +0.7% | +3.4% | -2.7% | +1.9% |
| 30D | +0.2% | -6.3% | +6.5% | -0.9% |
| 3M | +10.2% | -14.1% | +24.3% | +5.8% |
| 6M | +20.1% | +4.2% | +15.9% | +27.3% |
| All | +20.1% | +3.1% | +17.0% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 6mo: compounded portfolio wealth divided by compounded SAN 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…
6mo analysis · Full analysis span regression · 6 months rolling