+2,088.6%
ASX vs COPX
+124.2%
+1,964.4%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.3% | -0.8% | -2.4% |
| 7D | +22.1% | +1.1% | +21.0% | +21.6% |
| 30D | -23.8% | -15.9% | -7.9% | -16.2% |
| 3M | -7.6% | -19.6% | +12.0% | +3.8% |
| 6M | +6.9% | -21.5% | +28.4% | +22.0% |
| YTD | +127.7% | -0.8% | +128.4% | +129.3% |
| 1Y | +144.5% | +15.2% | +129.4% | +129.3% |
| 3Y | +377.8% | +134.7% | +243.1% | +214.8% |
| 5Y | +498.2% | +111.3% | +386.9% | +305.2% |
| 10Y | +962.7% | +324.3% | +638.4% | +391.1% |
| All | +2,088.6% | +124.2% | +1,964.4% | +1,142.3% |
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