+477.7%
ASX vs COPX
+186.1%
+291.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +4.1% | +2.0% | +3.8% |
| 7D | +6.3% | +5.8% | +0.5% | +3.1% |
| 30D | +6.4% | +7.2% | -0.8% | +2.2% |
| 3M | +13.1% | +16.5% | -3.3% | +3.8% |
| 6M | +90.3% | +18.4% | +71.8% | +72.4% |
| YTD | +149.6% | +31.9% | +117.7% | +110.8% |
| 1Y | +249.2% | +88.5% | +160.7% | +142.0% |
| 3Y | +445.9% | +173.1% | +272.8% | +197.4% |
| 5Y | +477.7% | +193.1% | +284.6% | +193.2% |
| All | +477.7% | +186.1% | +291.7% | +193.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling