-6.2%
SNAP vs COPX
-23.3%
+17.1%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +1.6% |
| 7D | +6.0% | -2.8% | +8.9% | +7.1% |
| 30D | -13.8% | -14.3% | +0.6% | -9.5% |
| 3M | -0.8% | -19.0% | +18.3% | +5.0% |
| 6M | -6.2% | -24.4% | +18.2% | +0.6% |
| All | -6.2% | -23.3% | +17.1% | +0.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling