+193.1%
COPX vs SAN
+384.1%
-190.9%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.2% | +1.6% |
| 7D | +6.0% | -0.5% | +6.4% | +6.2% |
| 30D | +6.4% | -0.1% | +6.5% | +6.4% |
| 3M | +19.3% | +19.6% | -0.4% | +8.3% |
| 6M | +16.2% | +32.7% | -16.4% | +0.4% |
| YTD | +33.2% | +26.7% | +6.5% | +16.7% |
| 1Y | +90.2% | +51.6% | +38.6% | +52.3% |
| 3Y | +175.7% | +348.7% | -173.1% | +27.8% |
| 5Y | +193.1% | +378.7% | -185.6% | +23.8% |
| All | +193.1% | +384.1% | -190.9% | +23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling