+167.6%
COPX vs SSNC
+14.9%
+152.7%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.5% | -6.5% | -6.8% |
| 7D | -2.9% | -6.7% | +3.9% | -0.2% |
| 30D | 0.0% | -0.8% | +0.8% | +0.2% |
| 3M | +14.8% | +16.1% | -1.3% | +6.5% |
| 6M | +7.0% | +7.9% | -0.9% | +2.5% |
| YTD | +23.8% | -8.7% | +32.6% | +28.1% |
| 1Y | +75.7% | -9.5% | +85.2% | +82.1% |
| 3Y | +156.4% | +47.7% | +108.7% | +97.4% |
| 5Y | +167.6% | +17.6% | +149.9% | +118.1% |
| All | +167.6% | +14.9% | +152.7% | +118.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling