+142.6%
COPX vs BAH
+886.2%
-743.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.8% | -0.3% |
| 7D | -4.0% | -3.2% | -0.7% | -3.2% |
| 30D | +4.5% | +2.0% | +2.5% | +3.9% |
| 3M | +0.8% | -7.6% | +8.5% | +2.3% |
| 6M | +3.2% | -5.7% | +8.9% | +3.2% |
| YTD | +26.7% | -11.7% | +38.4% | +27.7% |
| 1Y | +85.7% | -27.4% | +113.0% | +97.2% |
| 3Y | +151.2% | -32.5% | +183.7% | +159.1% |
| 5Y | +170.0% | -3.3% | +173.3% | +139.2% |
| 10Y | +572.9% | +186.0% | +386.9% | +285.7% |
| All | +142.6% | +886.2% | -743.6% | -31.2% |
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