+168.0%
COPX vs BAM
+78.0%
+90.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.3% | -0.9% |
| 7D | -4.0% | -2.0% | -2.0% | -3.0% |
| 30D | +4.5% | -2.9% | +7.5% | +5.8% |
| 3M | +0.8% | +9.4% | -8.6% | -3.8% |
| 6M | +3.2% | +10.8% | -7.6% | -2.1% |
| YTD | +26.7% | -0.4% | +27.2% | +25.4% |
| 1Y | +85.7% | -10.9% | +96.5% | +93.2% |
| 3Y | +151.2% | +61.3% | +89.9% | +89.7% |
| All | +168.0% | +78.0% | +90.0% | +93.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling