+96.5%
COPX vs BAH
+1,077.1%
-980.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.9% |
| 7D | -1.5% | -1.6% | +0.1% | -1.2% |
| 30D | -14.0% | +18.0% | -32.0% | -17.7% |
| 3M | -17.1% | +11.4% | -28.6% | -19.9% |
| 6M | -15.9% | +17.7% | -33.6% | -20.6% |
| YTD | +2.6% | +5.4% | -2.7% | -1.8% |
| 1Y | +21.6% | +2.8% | +18.9% | +17.0% |
| 3Y | +142.7% | -26.7% | +169.3% | +146.4% |
| 5Y | +122.2% | +8.1% | +114.2% | +92.0% |
| 10Y | +338.8% | +202.5% | +136.2% | +150.9% |
| All | +96.5% | +1,077.1% | -980.6% | -47.1% |
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