+1,007.5%
ASX vs COPX
+322.8%
+684.7%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.8% | +5.8% | +6.2% |
| 7D | +0.8% | -1.5% | +2.4% | +2.4% |
| 30D | -20.4% | -14.0% | -6.5% | -12.7% |
| 3M | -2.1% | -17.1% | +15.0% | +9.5% |
| 6M | +8.2% | -15.9% | +24.1% | +20.4% |
| YTD | +137.3% | +2.6% | +134.7% | +134.0% |
| 1Y | +155.0% | +21.6% | +133.4% | +129.5% |
| 3Y | +397.9% | +142.7% | +255.2% | +202.8% |
| 5Y | +529.2% | +122.2% | +407.0% | +289.9% |
| 10Y | +1,007.5% | +338.8% | +668.8% | +334.9% |
| All | +1,007.5% | +322.8% | +684.7% | +334.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling