+17.2%
ABNB vs COPX
+283.6%
-266.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.8% | -3.2% |
| 7D | -7.4% | +6.0% | -13.4% | -9.6% |
| 30D | -8.2% | +6.4% | -14.6% | -10.7% |
| 3M | +29.1% | +19.3% | +9.9% | +19.1% |
| 6M | +26.6% | +16.2% | +10.3% | +16.0% |
| YTD | +25.0% | +33.2% | -8.2% | +5.4% |
| 1Y | +37.0% | +90.2% | -53.2% | -3.7% |
| 3Y | +16.3% | +175.7% | -159.3% | -35.5% |
| 5Y | +2.2% | +193.1% | -190.9% | -44.6% |
| All | +17.2% | +283.6% | -266.4% | -35.2% |
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 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