+121.8%
COPX vs BBWI
+111.8%
+10.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -2.9% |
| 7D | -2.8% | +0.1% | -3.0% | -2.8% |
| 30D | -14.3% | +12.9% | -27.2% | -17.1% |
| 3M | -19.0% | +16.0% | -35.0% | -22.9% |
| 6M | -24.4% | +16.6% | -41.0% | -28.8% |
| YTD | -3.2% | +9.7% | -13.0% | -9.1% |
| 1Y | +15.2% | +1.5% | +13.7% | +9.0% |
| 3Y | +127.6% | -21.4% | +149.0% | +119.4% |
| 5Y | +106.0% | -67.6% | +173.6% | +139.1% |
| 10Y | +313.7% | -46.8% | +360.5% | +266.2% |
| All | +121.8% | +111.8% | +10.0% | -32.6% |
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 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