+127.8%
AAPL vs COPX
+163.4%
-35.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.8% |
| 7D | +3.8% | -2.3% | +6.2% | +4.2% |
| 30D | +9.9% | +0.3% | +9.7% | +9.4% |
| 3M | +12.5% | +6.8% | +5.7% | +9.7% |
| 6M | +27.6% | +7.9% | +19.7% | +22.8% |
| YTD | +22.6% | +23.7% | -1.2% | +11.9% |
| 1Y | +45.0% | +71.5% | -26.6% | +18.9% |
| 3Y | +87.8% | +149.1% | -61.3% | +32.1% |
| All | +127.8% | +163.4% | -35.6% | +57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling