+75.7%
COPX vs BBWI
-35.0%
+110.7%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -1.5% | -5.5% | -6.9% |
| 7D | -2.9% | -8.0% | +5.1% | -2.3% |
| 30D | 0.0% | -6.6% | +6.6% | +0.3% |
| 3M | +14.8% | -2.7% | +17.5% | +14.3% |
| 6M | +7.0% | -12.8% | +19.8% | +7.3% |
| YTD | +23.8% | -10.5% | +34.3% | +22.9% |
| 1Y | +75.7% | -35.3% | +111.0% | +75.3% |
| All | +75.7% | -35.0% | +110.7% | +75.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling