+127.6%
COPX vs ARWR
+299.6%
-172.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.5% | +1.2% | -2.8% |
| 7D | +1.1% | -17.9% | +19.1% | +3.1% |
| 30D | -15.9% | -18.9% | +3.0% | -14.1% |
| 3M | -19.6% | -46.0% | +26.4% | -14.3% |
| 6M | -21.5% | -40.3% | +18.8% | -17.5% |
| YTD | -0.8% | -29.0% | +28.2% | +2.1% |
| 1Y | +15.2% | +13.8% | +1.3% | +12.1% |
| 3Y | +134.7% | +74.9% | +59.8% | +109.5% |
| 5Y | +111.3% | -36.2% | +147.5% | +101.4% |
| 10Y | +324.3% | +1,028.0% | -703.6% | +192.3% |
| All | +127.6% | +299.6% | -172.0% | +47.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling