+2,162.2%
ASX vs COPX
+186.2%
+1,975.9%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.9% | +0.5% |
| 7D | -0.7% | -4.0% | +3.3% | +1.2% |
| 30D | +2.0% | +4.5% | -2.6% | -0.4% |
| 3M | -1.3% | +0.8% | -2.2% | -1.6% |
| 6M | +71.4% | +3.2% | +68.3% | +68.0% |
| YTD | +135.3% | +26.7% | +108.6% | +108.0% |
| 1Y | +267.5% | +85.7% | +181.8% | +170.8% |
| 3Y | +388.5% | +151.2% | +237.3% | +205.7% |
| 5Y | +417.1% | +170.0% | +247.1% | +206.8% |
| 10Y | +872.7% | +572.9% | +299.8% | +260.5% |
| All | +2,162.2% | +186.2% | +1,975.9% | +1,026.7% |
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 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