+113.0%
COP vs SAP
+70.5%
+42.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.7% | +0.9% |
| 7D | -11.5% | -0.7% | -10.9% | -11.5% |
| 30D | +5.0% | +11.1% | -6.1% | +4.2% |
| 3M | +17.5% | +17.0% | +0.4% | +16.1% |
| 6M | +16.2% | +34.8% | -18.6% | +13.4% |
| YTD | +48.8% | -2.2% | +51.0% | +49.9% |
| 1Y | +64.1% | -6.4% | +70.5% | +66.3% |
| 3Y | +25.7% | +75.1% | -49.5% | +13.4% |
| All | +113.0% | +70.5% | +42.5% | +84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 5y: compounded portfolio wealth divided by compounded SAP 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…
5y analysis · Full analysis span regression · 6 months rolling