+430.9%
SPG vs COPX
+186.2%
+244.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.3% | -0.8% |
| 7D | -2.4% | -4.0% | +1.6% | -1.0% |
| 30D | -6.8% | +4.5% | -11.4% | -8.5% |
| 3M | +2.7% | +0.8% | +1.8% | +0.8% |
| 6M | +5.5% | +3.2% | +2.3% | +1.4% |
| YTD | +15.7% | +26.7% | -11.0% | +1.6% |
| 1Y | +20.9% | +85.7% | -64.8% | -9.0% |
| 3Y | +112.4% | +151.2% | -38.8% | +37.1% |
| 5Y | +101.4% | +170.0% | -68.6% | +21.8% |
| 10Y | +60.6% | +572.9% | -512.3% | -35.2% |
| All | +430.9% | +186.2% | +244.7% | +163.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling