-5.9%
SAP vs COPX
+31.7%
-37.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.0% | +0.3% | +4.3% |
| 7D | +1.3% | -3.0% | +4.3% | +1.2% |
| 30D | +15.5% | -13.6% | +29.2% | +15.4% |
| 3M | +22.8% | -11.2% | +34.0% | +22.8% |
| 6M | +42.5% | -2.4% | +44.9% | +42.2% |
| YTD | +0.5% | +4.2% | -3.7% | -5.3% |
| 1Y | -5.9% | +32.2% | -38.1% | -17.8% |
| All | -5.9% | +31.7% | -37.7% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 1y: compounded portfolio wealth divided by compounded COPX 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…
1y analysis · Full analysis span regression · 6 months rolling