+71.5%
COPX vs BB
+104.0%
-32.5%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.4% |
| 7D | -2.3% | -0.4% | -2.0% | -2.2% |
| 30D | +0.3% | -12.5% | +12.8% | +2.6% |
| 3M | +6.8% | -17.4% | +24.3% | +9.1% |
| 6M | +7.9% | +119.1% | -111.2% | -6.2% |
| YTD | +23.7% | +102.4% | -78.6% | +9.0% |
| 1Y | +71.5% | +98.2% | -26.7% | +58.5% |
| All | +71.5% | +104.0% | -32.5% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 1y: compounded portfolio wealth divided by compounded BB 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…
1y analysis · Full analysis span regression · 6 months rolling