-35.7%
AUR vs COPX
+116.9%
-152.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +1.4% | -2.3% | +3.8% | +2.9% |
| 30D | -6.4% | +0.3% | -6.7% | -6.8% |
| 3M | +7.7% | +6.8% | +0.9% | +2.0% |
| 6M | +44.5% | +7.9% | +36.5% | +34.9% |
| YTD | +67.4% | +23.7% | +43.7% | +38.6% |
| 1Y | +15.4% | +71.5% | -56.1% | -25.2% |
| 3Y | +94.8% | +149.1% | -54.3% | -3.4% |
| 5Y | -35.1% | +167.3% | -202.4% | -69.2% |
| All | -35.7% | +116.9% | -152.6% | -69.7% |
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