+335.4%
AVGO vs COPX
+149.6%
+185.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.0% | +6.0% | +2.2% |
| 7D | +1.0% | -2.9% | +3.9% | +2.2% |
| 30D | -13.3% | 0.0% | -13.3% | -13.7% |
| 3M | -2.9% | +14.8% | -17.7% | -9.9% |
| 6M | +5.7% | +7.0% | -1.3% | +0.5% |
| YTD | +4.6% | +23.8% | -19.2% | -10.2% |
| 1Y | -1.6% | +75.7% | -77.4% | -30.0% |
| All | +335.4% | +149.6% | +185.8% | +156.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling