+237.9%
BBY vs COPX
+179.8%
+58.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.0% | +7.1% | +2.4% |
| 7D | +0.7% | -2.9% | +3.6% | +1.5% |
| 30D | +5.8% | 0.0% | +5.8% | +5.3% |
| 3M | +18.0% | +14.8% | +3.2% | +11.2% |
| 6M | +39.8% | +7.0% | +32.8% | +32.8% |
| YTD | +35.4% | +23.8% | +11.5% | +19.7% |
| 1Y | +21.4% | +75.7% | -54.3% | -6.0% |
| 3Y | +39.5% | +156.4% | -116.9% | -8.3% |
| 5Y | -0.5% | +167.6% | -168.1% | -37.7% |
| 10Y | +240.0% | +569.1% | -329.1% | +44.4% |
| All | +237.9% | +179.8% | +58.1% | +71.9% |
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