+167.1%
COPX vs BOXX
+18.5%
+148.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | 0.0% |
| 7D | -2.3% | +0.1% | -2.4% | -2.3% |
| 30D | +0.3% | +0.3% | -0.1% | +0.6% |
| 3M | +6.8% | +1.0% | +5.8% | +7.8% |
| 6M | +7.9% | +1.9% | +6.0% | +9.1% |
| YTD | +23.7% | +2.7% | +21.1% | +25.2% |
| 1Y | +71.5% | +4.0% | +67.5% | +75.5% |
| 3Y | +149.1% | +14.7% | +134.4% | +233.9% |
| All | +167.1% | +18.5% | +148.6% | +400.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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