+121.8%
COPX vs SAN
+113.1%
+8.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.9% |
| 7D | -2.8% | +4.0% | -6.8% | -4.8% |
| 30D | -14.3% | -7.8% | -6.5% | -10.7% |
| 3M | -19.0% | -16.4% | -2.7% | -11.2% |
| 6M | -24.4% | +3.5% | -28.0% | -25.9% |
| YTD | -3.2% | +6.7% | -9.9% | -7.1% |
| 1Y | +15.2% | +14.5% | +0.7% | +6.5% |
| 3Y | +127.6% | +243.5% | -115.9% | +16.1% |
| 5Y | +106.0% | +296.2% | -190.2% | -6.6% |
| 10Y | +313.7% | +268.5% | +45.2% | +79.7% |
| All | +121.8% | +113.1% | +8.7% | +10.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling