+565.8%
COPX vs BBWI
-57.7%
+623.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -1.5% | -5.5% | -6.7% |
| 7D | -2.9% | -8.0% | +5.1% | -1.3% |
| 30D | 0.0% | -6.6% | +6.6% | +0.9% |
| 3M | +14.8% | -2.7% | +17.5% | +14.2% |
| 6M | +7.0% | -12.8% | +19.8% | +8.2% |
| YTD | +23.8% | -10.5% | +34.3% | +23.4% |
| 1Y | +75.7% | -35.3% | +111.0% | +85.4% |
| 3Y | +156.4% | -47.7% | +204.1% | +173.1% |
| 5Y | +167.6% | -68.9% | +236.4% | +205.2% |
| All | +565.8% | -57.7% | +623.5% | +477.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling