+165.6%
COPX vs SAN
+349.3%
-183.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.5% | +4.6% | +4.4% |
| 7D | +5.8% | +3.3% | +2.4% | +3.6% |
| 30D | +7.2% | +1.1% | +6.1% | +6.5% |
| 3M | +16.5% | +22.2% | -5.7% | +3.1% |
| 6M | +18.4% | +36.0% | -17.6% | -0.9% |
| YTD | +31.9% | +28.2% | +3.7% | +12.3% |
| 1Y | +88.5% | +54.1% | +34.4% | +44.9% |
| All | +165.6% | +349.3% | -183.7% | +17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling