+202.4%
COPX vs BB
-89.0%
+291.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.2% | +1.9% | +3.7% |
| 7D | +5.8% | +0.5% | +5.2% | +5.7% |
| 30D | +7.2% | -12.4% | +19.6% | +9.5% |
| 3M | +16.5% | -15.3% | +31.8% | +18.7% |
| 6M | +18.4% | +128.8% | -110.3% | +0.6% |
| YTD | +31.9% | +107.7% | -75.7% | +13.9% |
| 1Y | +88.5% | +103.9% | -15.4% | +62.3% |
| 3Y | +173.1% | +72.6% | +100.5% | +130.9% |
| 5Y | +193.1% | -24.3% | +217.4% | +174.0% |
| 10Y | +591.7% | +3.1% | +588.5% | +395.3% |
| All | +202.4% | -89.0% | +291.4% | +289.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling