+121.8%
COPX vs BLDR
+1,562.5%
-1,440.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -2.7% |
| 7D | -2.8% | -3.0% | +0.1% | -2.0% |
| 30D | -14.3% | +20.1% | -34.5% | -18.9% |
| 3M | -19.0% | -17.5% | -1.5% | -15.7% |
| 6M | -24.4% | -16.1% | -8.3% | -22.5% |
| YTD | -3.2% | -41.0% | +37.8% | +8.0% |
| 1Y | +15.2% | -41.6% | +56.7% | +28.6% |
| 3Y | +127.6% | -50.8% | +178.5% | +154.2% |
| 5Y | +106.0% | -10.8% | +116.8% | +88.9% |
| 10Y | +313.7% | +486.3% | -172.6% | +117.6% |
| All | +121.8% | +1,562.5% | -1,440.6% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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