+52.3%
BDX vs COPX
+31.7%
+20.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +4.0% | +1.6% | +5.4% |
| 7D | +7.2% | -3.0% | +10.1% | +7.2% |
| 30D | +15.8% | -13.6% | +29.4% | +16.4% |
| 3M | +23.7% | -11.2% | +34.9% | +24.2% |
| 6M | +44.8% | -2.4% | +47.2% | +43.0% |
| YTD | +39.8% | +4.2% | +35.6% | +33.2% |
| 1Y | +52.3% | +32.2% | +20.2% | +41.4% |
| All | +52.3% | +31.7% | +20.6% | +41.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling