+130.6%
COPX vs ARWR
-39.6%
+170.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.1% |
| 7D | +1.6% | -17.7% | +19.3% | +4.5% |
| 30D | -15.0% | -21.9% | +6.9% | -11.9% |
| 3M | -18.6% | -44.5% | +25.9% | -11.1% |
| 6M | -14.9% | -32.6% | +17.6% | -10.4% |
| YTD | +1.8% | -26.2% | +28.0% | +5.3% |
| 1Y | +19.7% | +23.0% | -3.3% | +13.8% |
| 3Y | +140.9% | +81.8% | +59.1% | +100.6% |
| 5Y | +130.6% | -36.0% | +166.6% | +107.5% |
| All | +130.6% | -39.6% | +170.2% | +107.5% |
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