+565.8%
COPX vs SAN
+347.0%
+218.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.3% | -6.7% | -6.8% |
| 7D | -2.9% | -2.8% | -0.1% | -1.4% |
| 30D | 0.0% | -0.5% | +0.6% | +0.3% |
| 3M | +14.8% | +22.7% | -7.9% | +2.8% |
| 6M | +7.0% | +28.8% | -21.7% | -6.1% |
| YTD | +23.8% | +26.3% | -2.4% | +8.8% |
| 1Y | +75.7% | +48.8% | +26.9% | +41.6% |
| 3Y | +156.4% | +347.2% | -190.8% | +13.7% |
| 5Y | +167.6% | +383.8% | -216.2% | +8.9% |
| All | +565.8% | +347.0% | +218.8% | +177.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling