+75.7%
COPX vs ARWR
+195.4%
-119.7%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +0.2% | -7.1% | -7.0% |
| 7D | -2.9% | -4.3% | +1.4% | -2.0% |
| 30D | 0.0% | -7.3% | +7.3% | +1.6% |
| 3M | +14.8% | +17.0% | -2.2% | +10.3% |
| 6M | +7.0% | +39.8% | -32.8% | -1.2% |
| YTD | +23.8% | +24.7% | -0.8% | +16.1% |
| 1Y | +75.7% | +186.5% | -110.8% | +43.1% |
| All | +75.7% | +195.4% | -119.7% | +43.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling