+2,180.9%
ASX vs COPX
+131.8%
+2,049.1%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.8% | +5.8% | +6.2% |
| 7D | +0.8% | -1.5% | +2.4% | +2.3% |
| 30D | -20.4% | -14.0% | -6.5% | -13.5% |
| 3M | -2.1% | -17.1% | +15.0% | +8.3% |
| 6M | +8.2% | -15.9% | +24.1% | +19.3% |
| YTD | +137.3% | +2.6% | +134.7% | +135.0% |
| 1Y | +155.0% | +21.6% | +133.4% | +132.8% |
| 3Y | +397.9% | +142.7% | +255.2% | +222.6% |
| 5Y | +529.2% | +122.2% | +407.0% | +316.0% |
| 10Y | +1,007.5% | +338.8% | +668.8% | +403.3% |
| All | +2,180.9% | +131.8% | +2,049.1% | +1,173.2% |
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 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