+109.9%
COPX vs BAM
+80.8%
+29.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.1% | -2.2% |
| 7D | +1.1% | -2.0% | +3.1% | +2.2% |
| 30D | -15.9% | +13.7% | -29.5% | -21.0% |
| 3M | -19.6% | -4.8% | -14.8% | -17.9% |
| 6M | -21.5% | +7.6% | -29.1% | -24.7% |
| YTD | -0.8% | +1.2% | -1.9% | -2.7% |
| 1Y | +15.2% | -2.3% | +17.4% | +14.7% |
| 3Y | +134.7% | +84.1% | +50.6% | +67.3% |
| All | +109.9% | +80.8% | +29.1% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 10y: compounded portfolio wealth divided by compounded BAM 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…
10y analysis · Full analysis span regression · 6 months rolling