+4,210.5%
AAPL vs COPX
+200.8%
+4,009.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.6% |
| 7D | -3.0% | +6.0% | -8.9% | -4.7% |
| 30D | +2.3% | +6.4% | -4.1% | +0.1% |
| 3M | +8.6% | +19.3% | -10.7% | +1.7% |
| 6M | +21.6% | +16.2% | +5.3% | +13.5% |
| YTD | +16.3% | +33.2% | -16.8% | +2.6% |
| 1Y | +35.1% | +90.2% | -55.2% | +5.1% |
| 3Y | +79.4% | +175.7% | -96.3% | +19.5% |
| 5Y | +109.8% | +193.1% | -83.3% | +33.1% |
| 10Y | +1,237.1% | +619.4% | +617.6% | +485.0% |
| All | +4,210.5% | +200.8% | +4,009.7% | +2,269.1% |
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 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