+168.1%
COPX vs BAH
-31.4%
+199.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +6.0% | -1.3% | +7.3% | +6.0% |
| 30D | +6.4% | -6.6% | +13.0% | +6.5% |
| 3M | +19.3% | -7.2% | +26.4% | +19.6% |
| 6M | +16.2% | -10.0% | +26.2% | +16.6% |
| YTD | +33.2% | -12.5% | +45.6% | +33.3% |
| 1Y | +90.2% | -27.9% | +118.1% | +93.0% |
| All | +168.1% | -31.4% | +199.5% | +173.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling