+532.4%
SAP vs COPX
+118.6%
+413.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +1.1% |
| 7D | +0.6% | -2.8% | +3.5% | +1.5% |
| 30D | +6.5% | -14.3% | +20.9% | +11.4% |
| 3M | +12.2% | -19.0% | +31.3% | +18.9% |
| 6M | +46.1% | -24.4% | +70.5% | +55.7% |
| YTD | -1.6% | -3.2% | +1.6% | -6.0% |
| 1Y | -5.1% | +15.2% | -20.3% | -14.9% |
| 3Y | +68.4% | +127.6% | -59.3% | +13.9% |
| 5Y | +79.4% | +106.0% | -26.6% | +22.2% |
| 10Y | +230.5% | +313.7% | -83.3% | +59.4% |
| All | +532.4% | +118.6% | +413.8% | +289.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling