+190.4%
COPX vs ARWR
+29.4%
+160.9%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.4% | +5.5% | +4.3% |
| 7D | +5.8% | +2.9% | +2.9% | +5.3% |
| 30D | +7.2% | -2.9% | +10.1% | +7.7% |
| 3M | +16.5% | +15.2% | +1.3% | +13.5% |
| 6M | +18.4% | +42.3% | -23.8% | +11.4% |
| YTD | +31.9% | +28.2% | +3.7% | +25.6% |
| 1Y | +88.5% | +213.2% | -124.8% | +55.7% |
| 3Y | +173.1% | +184.6% | -11.6% | +112.2% |
| All | +190.4% | +29.4% | +160.9% | +136.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling