+85.3%
COPX vs BAH
+1,076.0%
-990.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.3% | -2.4% |
| 7D | -2.8% | +1.7% | -4.5% | -3.2% |
| 30D | -14.3% | +20.8% | -35.1% | -18.6% |
| 3M | -19.0% | +11.6% | -30.6% | -21.8% |
| 6M | -24.4% | +23.1% | -47.5% | -29.4% |
| YTD | -3.2% | +5.3% | -8.5% | -7.4% |
| 1Y | +15.2% | +6.1% | +9.0% | +9.7% |
| 3Y | +127.6% | -27.5% | +155.1% | +132.1% |
| 5Y | +106.0% | +6.2% | +99.8% | +79.1% |
| 10Y | +313.7% | +202.2% | +111.5% | +136.6% |
| All | +85.3% | +1,076.0% | -990.7% | -50.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling