+565.8%
COPX vs ARWR
+1,080.6%
-514.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +0.2% | -7.1% | -7.0% |
| 7D | -2.9% | -4.3% | +1.4% | -2.4% |
| 30D | 0.0% | -7.3% | +7.3% | +0.9% |
| 3M | +14.8% | +17.0% | -2.2% | +12.2% |
| 6M | +7.0% | +39.8% | -32.8% | +2.3% |
| YTD | +23.8% | +24.7% | -0.8% | +19.7% |
| 1Y | +75.7% | +186.5% | -110.8% | +52.7% |
| 3Y | +156.4% | +176.8% | -20.4% | +112.7% |
| 5Y | +167.6% | +29.3% | +138.2% | +132.3% |
| All | +565.8% | +1,080.6% | -514.8% | +391.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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