+565.2%
COPX vs SSNC
+173.6%
+391.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.9% |
| 7D | -2.3% | -4.0% | +1.7% | -0.5% |
| 30D | +0.3% | +0.5% | -0.3% | -0.2% |
| 3M | +6.8% | +18.9% | -12.1% | -3.3% |
| 6M | +7.9% | +10.8% | -2.9% | +0.8% |
| YTD | +23.7% | -7.1% | +30.9% | +25.4% |
| 1Y | +71.5% | -9.6% | +81.1% | +75.8% |
| 3Y | +149.1% | +51.1% | +98.0% | +91.2% |
| 5Y | +167.3% | +19.7% | +147.7% | +128.4% |
| All | +565.2% | +173.6% | +391.7% | +320.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 10y: compounded portfolio wealth divided by compounded SSNC 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…
10y analysis · Full analysis span regression · 6 months rolling