+15.2%
COPX vs BB
+131.5%
-116.3%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.2% | +1.9% | +3.7% |
| 7D | +5.8% | +0.5% | +5.2% | +5.6% |
| 30D | +7.2% | -12.4% | +19.6% | +9.8% |
| 3M | +16.5% | -15.3% | +31.8% | +17.9% |
| All | +15.2% | +131.5% | -116.3% | -8.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling