+56.5%
SAP vs COPX
+171.8%
-115.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.1% | -5.8% | -2.3% |
| 7D | -0.3% | +5.8% | -6.0% | -1.1% |
| 30D | +2.6% | +7.2% | -4.6% | +1.5% |
| 3M | +16.3% | +16.5% | -0.2% | +13.3% |
| 6M | +6.4% | +18.4% | -12.1% | +2.5% |
| YTD | -11.4% | +31.9% | -43.3% | -18.4% |
| 1Y | -20.4% | +88.5% | -108.9% | -33.8% |
| 3Y | +56.5% | +173.1% | -116.6% | +12.5% |
| All | +56.5% | +171.8% | -115.3% | +12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling