+84.5%
AAPL vs COPX
+149.6%
-65.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -7.0% | +10.6% | +4.9% |
| 7D | -0.5% | -2.9% | +2.4% | -0.1% |
| 30D | +7.1% | 0.0% | +7.1% | +6.7% |
| 3M | +12.1% | +14.8% | -2.7% | +8.0% |
| 6M | +25.4% | +7.0% | +18.4% | +21.8% |
| YTD | +20.5% | +23.8% | -3.4% | +11.2% |
| 1Y | +44.5% | +75.7% | -31.2% | +19.8% |
| All | +84.5% | +149.6% | -65.1% | +35.1% |
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