+696.9%
AVGO vs COPX
+163.4%
+533.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | +1.1% | -2.3% | +3.5% | +2.1% |
| 30D | -13.0% | +0.3% | -13.3% | -13.5% |
| 3M | -6.0% | +6.8% | -12.8% | -9.5% |
| 6M | +6.4% | +7.9% | -1.6% | +1.1% |
| YTD | +5.0% | +23.7% | -18.8% | -8.3% |
| 1Y | +1.4% | +71.5% | -70.1% | -24.0% |
| 3Y | +336.8% | +149.1% | +187.7% | +169.0% |
| All | +696.9% | +163.4% | +533.5% | +367.7% |
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