+193.1%
COPX vs BBWI
-68.8%
+261.9%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.3% | +7.2% | +2.1% |
| 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% | +18.6% |
| 6M | +16.2% | -16.3% | +32.5% | +18.2% |
| YTD | +33.2% | -9.1% | +42.3% | +32.2% |
| 1Y | +90.2% | -34.5% | +124.7% | +99.9% |
| 3Y | +175.7% | -47.0% | +222.6% | +192.2% |
| 5Y | +193.1% | -68.8% | +262.0% | +232.9% |
| All | +193.1% | -68.8% | +261.9% | +232.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling