+202.4%
COPX vs SSNC
+1,002.5%
-800.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.8% | +7.9% | +5.9% |
| 7D | +5.8% | -1.8% | +7.5% | +6.5% |
| 30D | +7.2% | +1.9% | +5.3% | +6.0% |
| 3M | +16.5% | +18.4% | -1.9% | +6.0% |
| 6M | +18.4% | +7.0% | +11.5% | +12.6% |
| YTD | +31.9% | -6.9% | +38.8% | +33.1% |
| 1Y | +88.5% | -8.2% | +96.7% | +90.8% |
| 3Y | +173.1% | +50.5% | +122.6% | +113.5% |
| 5Y | +193.1% | +17.4% | +175.7% | +155.8% |
| 10Y | +591.7% | +164.9% | +426.8% | +294.4% |
| All | +202.4% | +1,002.5% | -800.1% | -30.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling