+190.5%
COPX vs SAN
+157.4%
+33.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.2% |
| 7D | -4.0% | +1.8% | -5.8% | -4.9% |
| 30D | +4.5% | +2.0% | +2.6% | +3.4% |
| 3M | +0.8% | +19.7% | -18.9% | -8.3% |
| 6M | +3.2% | +30.6% | -27.4% | -10.0% |
| YTD | +26.7% | +28.8% | -2.1% | +10.3% |
| 1Y | +85.7% | +57.8% | +27.9% | +45.4% |
| 3Y | +151.2% | +338.1% | -187.0% | +12.6% |
| 5Y | +170.0% | +384.2% | -214.2% | +10.0% |
| 10Y | +572.9% | +353.2% | +219.8% | +161.5% |
| All | +190.5% | +157.4% | +33.1% | +30.9% |
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