+529.2%
ASX vs COPX
+127.6%
+401.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.8% | +5.8% | +6.1% |
| 7D | +0.8% | -1.5% | +2.4% | +2.5% |
| 30D | -20.4% | -14.0% | -6.5% | -12.2% |
| 3M | -2.1% | -17.1% | +15.0% | +10.1% |
| 6M | +8.2% | -15.9% | +24.1% | +20.8% |
| YTD | +137.3% | +2.6% | +134.7% | +134.0% |
| 1Y | +155.0% | +21.6% | +133.4% | +128.8% |
| 3Y | +397.9% | +142.7% | +255.2% | +195.3% |
| 5Y | +529.2% | +122.2% | +407.0% | +288.5% |
| All | +529.2% | +127.6% | +401.7% | +288.5% |
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