+46.1%
SAP vs COPX
-23.3%
+69.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +0.2% |
| 7D | +0.6% | -2.8% | +3.5% | +0.5% |
| 30D | +6.5% | -14.3% | +20.9% | +5.6% |
| 3M | +12.2% | -19.0% | +31.3% | +11.5% |
| 6M | +46.1% | -24.4% | +70.5% | +47.1% |
| All | +46.1% | -23.3% | +69.4% | +47.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling