+190.5%
COPX vs BBWI
+93.2%
+97.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.5% | -1.4% |
| 7D | -4.0% | +1.5% | -5.5% | -4.3% |
| 30D | +4.5% | -5.2% | +9.7% | +5.3% |
| 3M | +0.8% | +11.1% | -10.3% | -3.0% |
| 6M | +3.2% | -13.4% | +16.6% | +4.7% |
| YTD | +26.7% | +0.1% | +26.6% | +22.7% |
| 1Y | +85.7% | -36.1% | +121.8% | +98.8% |
| 3Y | +151.2% | -44.1% | +195.3% | +166.0% |
| 5Y | +170.0% | -66.2% | +236.2% | +210.3% |
| 10Y | +572.9% | -54.8% | +627.7% | +534.2% |
| All | +190.5% | +93.2% | +97.3% | -9.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling