+6.7%
AMZN vs COPX
+31.7%
-25.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +4.0% | +2.1% | +5.3% |
| 7D | +4.5% | -3.0% | +7.4% | +5.1% |
| 30D | +5.8% | -13.6% | +19.5% | +8.5% |
| 3M | -4.1% | -11.2% | +7.1% | -2.4% |
| 6M | -2.2% | -2.4% | +0.2% | -2.8% |
| YTD | +15.3% | +4.2% | +11.0% | +7.4% |
| 1Y | +6.7% | +32.2% | -25.5% | -11.7% |
| All | +6.7% | +31.7% | -25.0% | -11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling