+32.8%
SPG vs COPX
+11.4%
+21.3%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | -0.2% |
| 7D | +2.0% | -2.8% | +4.8% | +2.1% |
| 30D | +17.2% | -14.3% | +31.6% | +17.6% |
| 3M | +6.3% | -19.0% | +25.4% | +6.8% |
| 6M | +18.7% | -24.4% | +43.1% | +19.7% |
| YTD | +30.1% | -3.2% | +33.3% | +26.9% |
| 1Y | +32.8% | +15.2% | +17.6% | +26.9% |
| All | +32.8% | +11.4% | +21.3% | +26.9% |
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 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