+479.1%
SAP vs COPX
+186.2%
+292.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.2% | -0.7% |
| 7D | -2.9% | -4.0% | +1.1% | -1.6% |
| 30D | +9.0% | +4.5% | +4.5% | +7.4% |
| 3M | +14.9% | +0.8% | +14.1% | +13.2% |
| 6M | +11.9% | +3.2% | +8.7% | +7.8% |
| YTD | -9.9% | +26.7% | -36.6% | -20.3% |
| 1Y | -19.5% | +85.7% | -105.2% | -38.3% |
| 3Y | +61.8% | +151.2% | -89.4% | +7.7% |
| 5Y | +56.2% | +170.0% | -113.8% | -1.9% |
| 10Y | +180.6% | +572.9% | -392.3% | +15.5% |
| All | +479.1% | +186.2% | +292.9% | +230.4% |
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