-35.1%
AUR vs COPX
+163.4%
-198.5%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +1.4% | -2.3% | +3.8% | +3.0% |
| 30D | -6.4% | +0.3% | -6.7% | -6.9% |
| 3M | +7.7% | +6.8% | +0.9% | +1.6% |
| 6M | +44.5% | +7.9% | +36.5% | +34.0% |
| YTD | +67.4% | +23.7% | +43.7% | +36.2% |
| 1Y | +15.4% | +71.5% | -56.1% | -28.1% |
| 3Y | +94.8% | +149.1% | -54.3% | -10.2% |
| All | -35.1% | +163.4% | -198.5% | -71.7% |
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 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