+168.1%
COPX vs BBWI
-47.8%
+215.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.3% | +7.2% | +2.0% |
| 7D | +6.0% | -4.4% | +10.4% | +6.7% |
| 30D | +6.4% | -7.4% | +13.8% | +7.4% |
| 3M | +19.3% | -2.2% | +21.5% | +18.5% |
| 6M | +16.2% | -16.3% | +32.5% | +18.2% |
| YTD | +33.2% | -9.1% | +42.3% | +31.9% |
| 1Y | +90.2% | -34.5% | +124.7% | +100.8% |
| All | +168.1% | -47.8% | +215.9% | +190.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling