+149.1%
COPX vs SNY
-9.6%
+158.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -2.3% | -3.3% | +1.0% | -1.7% |
| 30D | +0.3% | -2.2% | +2.4% | +0.7% |
| 3M | +6.8% | -3.0% | +9.9% | +7.2% |
| 6M | +7.9% | +2.7% | +5.2% | +7.0% |
| YTD | +23.7% | -6.8% | +30.6% | +25.2% |
| 1Y | +71.5% | -5.3% | +76.8% | +72.8% |
| 3Y | +149.1% | -9.8% | +158.9% | +153.8% |
| All | +149.1% | -9.6% | +158.7% | +153.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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