+190.4%
COPX vs BAH
-3.8%
+194.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.9% | +5.1% | +4.2% |
| 7D | +5.8% | -4.3% | +10.1% | +6.2% |
| 30D | +7.2% | -4.5% | +11.7% | +7.6% |
| 3M | +16.5% | -7.6% | +24.1% | +17.3% |
| 6M | +18.4% | -10.6% | +29.1% | +19.4% |
| YTD | +31.9% | -12.6% | +44.5% | +32.5% |
| 1Y | +88.5% | -27.0% | +115.5% | +94.2% |
| 3Y | +173.1% | -31.5% | +204.6% | +168.8% |
| All | +190.4% | -3.8% | +194.2% | +155.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling