+636.5%
ADBE vs COPX
+198.0%
+438.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.1% | -7.6% | -4.7% |
| 7D | -10.1% | +5.8% | -15.8% | -11.6% |
| 30D | -3.0% | +7.2% | -10.2% | -5.1% |
| 3M | +5.0% | +16.5% | -11.5% | -1.0% |
| 6M | -9.3% | +18.4% | -27.7% | -16.2% |
| YTD | -26.5% | +31.9% | -58.4% | -35.6% |
| 1Y | -28.3% | +88.5% | -116.8% | -44.7% |
| 3Y | -54.1% | +173.1% | -227.2% | -70.1% |
| 5Y | -61.2% | +193.1% | -254.3% | -76.0% |
| 10Y | +152.5% | +591.7% | -439.2% | +5.8% |
| All | +636.5% | +198.0% | +438.5% | +290.1% |
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