+181.6%
COPX vs BAM
+67.8%
+113.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +2.1% |
| 7D | +6.0% | -3.9% | +9.9% | +7.9% |
| 30D | +6.4% | -8.8% | +15.2% | +10.9% |
| 3M | +19.3% | +2.2% | +17.1% | +17.4% |
| 6M | +16.2% | +5.9% | +10.3% | +12.6% |
| YTD | +33.2% | -6.1% | +39.3% | +35.4% |
| 1Y | +90.2% | -11.6% | +101.9% | +98.5% |
| 3Y | +175.7% | +51.7% | +124.0% | +114.1% |
| All | +181.6% | +67.8% | +113.8% | +109.2% |
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