+565.8%
COPX vs BAH
+207.1%
+358.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +4.8% | -11.8% | -7.9% |
| 7D | -2.9% | +2.4% | -5.3% | -3.4% |
| 30D | 0.0% | -2.9% | +3.0% | +0.4% |
| 3M | +14.8% | -1.3% | +16.1% | +14.6% |
| 6M | +7.0% | -0.9% | +7.9% | +6.1% |
| YTD | +23.8% | -8.2% | +32.1% | +23.6% |
| 1Y | +75.7% | -24.0% | +99.7% | +82.8% |
| 3Y | +156.4% | -28.1% | +184.5% | +156.7% |
| 5Y | +167.6% | +2.5% | +165.1% | +133.2% |
| All | +565.8% | +207.1% | +358.8% | +363.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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