+110.6%
COPX vs BAM
+86.2%
+24.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.5% | +1.0% |
| 7D | -1.0% | +9.7% | -10.7% | -5.3% |
| 30D | -14.8% | +19.0% | -33.7% | -21.8% |
| 3M | -17.2% | +0.6% | -17.8% | -17.9% |
| 6M | -14.5% | +11.1% | -25.5% | -19.3% |
| YTD | -0.4% | +4.2% | -4.6% | -3.8% |
| 1Y | +21.9% | +3.3% | +18.5% | +18.0% |
| 3Y | +123.7% | +88.8% | +35.0% | +57.5% |
| All | +110.6% | +86.2% | +24.4% | +48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling