-42.6%
SNAP vs COPX
+16.7%
-59.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.0% | -1.0% |
| 7D | +2.6% | +1.1% | +1.4% | +2.1% |
| 30D | -19.6% | -15.9% | -3.7% | -14.3% |
| 3M | +0.4% | -19.6% | +20.0% | +7.8% |
| 6M | -5.9% | -21.5% | +15.6% | +1.6% |
| YTD | -35.3% | -0.8% | -34.6% | -38.8% |
| 1Y | -42.6% | +15.2% | -57.7% | -49.4% |
| All | -42.6% | +16.7% | -59.2% | -49.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling