+142.9%
COPX vs ADVB
-88.8%
+231.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.8% | +7.9% | +4.1% |
| 7D | +5.8% | -14.0% | +19.7% | +5.8% |
| 30D | +7.2% | +41.0% | -33.8% | +6.8% |
| 3M | +16.5% | +127.9% | -111.4% | +14.3% |
| 6M | +18.4% | +101.3% | -82.9% | +15.2% |
| YTD | +31.9% | +53.8% | -21.9% | +29.1% |
| 1Y | +88.5% | +4.4% | +84.1% | +84.6% |
| All | +142.9% | -88.8% | +231.7% | +183.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling