+56.2%
SAP vs COPX
+193.3%
-137.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.1% | -1.3% |
| 7D | -0.3% | +6.0% | -6.2% | -1.6% |
| 30D | +0.3% | +6.4% | -6.2% | -1.2% |
| 3M | +16.9% | +19.3% | -2.4% | +11.4% |
| 6M | +6.3% | +16.2% | -9.9% | +0.9% |
| YTD | -12.4% | +33.2% | -45.6% | -21.6% |
| 1Y | -21.6% | +90.2% | -111.9% | -37.9% |
| 3Y | +54.8% | +175.7% | -120.9% | +4.0% |
| 5Y | +56.2% | +193.1% | -137.0% | -1.8% |
| All | +56.2% | +193.3% | -137.1% | -1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling