+32.2%
COPX vs ADVB
-76.7%
+108.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.5% | +8.5% | +4.0% |
| 7D | -3.0% | -29.5% | +26.6% | -2.9% |
| 30D | -13.6% | -66.9% | +53.2% | -13.7% |
| 3M | -11.2% | -73.7% | +62.5% | -11.4% |
| 6M | -2.4% | -64.8% | +62.4% | -3.9% |
| YTD | +4.2% | -64.0% | +68.3% | +2.5% |
| 1Y | +32.2% | -77.0% | +109.1% | +38.3% |
| All | +32.2% | -76.7% | +108.8% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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