+314.1%
COPX vs BAH
+198.8%
+115.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.3% | -2.5% |
| 7D | -2.8% | +1.7% | -4.5% | -3.1% |
| 30D | -14.3% | +20.8% | -35.1% | -17.4% |
| 3M | -19.0% | +11.6% | -30.6% | -21.0% |
| 6M | -24.4% | +23.1% | -47.5% | -28.0% |
| YTD | -3.2% | +5.3% | -8.5% | -6.1% |
| 1Y | +15.2% | +6.1% | +9.0% | +11.4% |
| 3Y | +127.6% | -27.5% | +155.1% | +131.6% |
| 5Y | +106.0% | +6.2% | +99.8% | +80.5% |
| All | +314.1% | +198.8% | +115.4% | +182.3% |
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