+2,721.8%
COP vs SAP
+2,233.8%
+488.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.9% |
| 7D | +3.0% | -2.9% | +5.9% | +3.5% |
| 30D | +17.5% | +9.0% | +8.5% | +15.3% |
| 3M | +13.4% | +14.9% | -1.6% | +9.5% |
| 6M | +17.7% | +11.9% | +5.8% | +13.7% |
| YTD | +46.6% | -9.9% | +56.5% | +47.1% |
| 1Y | +44.6% | -19.5% | +64.1% | +48.4% |
| 3Y | +20.7% | +61.8% | -41.1% | +5.1% |
| 5Y | +185.0% | +56.2% | +128.9% | +146.5% |
| 10Y | +347.0% | +180.6% | +166.4% | +242.2% |
| All | +2,721.8% | +2,233.8% | +488.1% | +1,470.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling