+89.0%
COPX vs ADVB
-97.1%
+186.1%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.0% | -9.2% | +0.7% |
| 7D | -1.5% | +10.5% | -12.0% | -1.6% |
| 30D | -14.0% | -56.0% | +42.0% | -13.7% |
| 3M | -17.1% | -70.1% | +53.0% | -16.8% |
| 6M | -15.9% | -53.7% | +37.8% | -16.9% |
| YTD | +2.6% | -60.3% | +62.9% | +0.9% |
| 1Y | +21.6% | -73.1% | +94.8% | +20.7% |
| All | +89.0% | -97.1% | +186.1% | +122.0% |
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