-24.7%
SNAP vs COPX
+89.3%
-114.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.2% | -2.6% |
| 7D | -5.0% | +6.0% | -11.0% | -7.2% |
| 30D | -0.7% | +6.4% | -7.2% | -3.3% |
| 3M | -5.0% | +19.3% | -24.3% | -11.6% |
| 6M | +3.5% | +16.2% | -12.7% | -4.9% |
| YTD | -34.2% | +33.2% | -67.4% | -44.2% |
| All | -24.7% | +89.3% | -114.0% | -38.6% |
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