-19.6%
SAP vs COPX
+76.0%
-95.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.0% | +5.5% | -1.4% |
| 7D | -5.1% | -2.9% | -2.2% | -5.0% |
| 30D | -1.8% | 0.0% | -1.8% | -1.7% |
| 3M | +20.9% | +14.8% | +6.1% | +21.1% |
| 6M | +7.0% | +7.0% | 0.0% | +6.7% |
| YTD | -13.7% | +23.8% | -37.6% | -16.9% |
| 1Y | -19.6% | +75.7% | -95.3% | -20.0% |
| All | -19.6% | +76.0% | -95.6% | -20.0% |
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