+93.7%
COPX vs ADVB
-97.4%
+191.1%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.5% | +2.1% | +5.6% |
| 7D | +3.3% | -1.2% | +4.5% | +3.3% |
| 30D | -12.2% | -61.4% | +49.1% | -11.9% |
| 3M | -14.5% | -67.8% | +53.3% | -14.3% |
| 6M | -12.2% | -66.9% | +54.7% | -12.9% |
| YTD | +5.2% | -64.9% | +70.1% | +3.5% |
| 1Y | +27.0% | -74.8% | +101.7% | +26.0% |
| All | +93.7% | -97.4% | +191.1% | +127.8% |
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