-53.8%
SNAP vs COPX
+134.4%
-188.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.0% | -0.6% |
| 7D | +2.6% | +1.1% | +1.4% | +1.9% |
| 30D | -19.6% | -15.9% | -3.7% | -12.1% |
| 3M | +0.4% | -19.6% | +20.0% | +11.1% |
| 6M | -5.9% | -21.5% | +15.6% | +4.1% |
| YTD | -35.3% | -0.8% | -34.6% | -39.6% |
| 1Y | -42.6% | +15.2% | -57.7% | -51.4% |
| All | -53.8% | +134.4% | -188.2% | -75.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling