-15.9%
COPX vs BAH
+14.4%
-30.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.7% |
| 7D | -1.5% | -1.6% | +0.1% | -1.8% |
| 30D | -14.0% | +18.0% | -32.0% | -12.1% |
| 3M | -17.1% | +11.4% | -28.6% | -15.2% |
| 6M | -15.9% | +17.7% | -33.6% | -12.8% |
| All | -15.9% | +14.4% | -30.3% | -12.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling