+183.7%
COPX vs SNY
+136.0%
+47.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | -2.3% | -3.3% | +1.0% | -0.7% |
| 30D | +0.3% | -2.2% | +2.4% | +1.3% |
| 3M | +6.8% | -3.0% | +9.9% | +7.9% |
| 6M | +7.9% | +2.7% | +5.2% | +5.4% |
| YTD | +23.7% | -6.8% | +30.6% | +27.0% |
| 1Y | +71.5% | -5.3% | +76.8% | +73.7% |
| 3Y | +149.1% | -9.8% | +158.9% | +147.0% |
| 5Y | +167.3% | +9.7% | +157.7% | +126.2% |
| 10Y | +568.5% | +64.5% | +504.0% | +308.7% |
| All | +183.7% | +136.0% | +47.7% | +12.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling