+164.7%
COPX vs BR
+8.0%
+156.7%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -2.3% | -3.0% | +0.6% | -1.6% |
| 30D | +0.3% | -0.3% | +0.6% | +0.3% |
| 3M | +6.8% | +17.3% | -10.5% | +1.5% |
| 6M | +7.9% | -6.7% | +14.6% | +10.4% |
| YTD | +23.7% | -23.4% | +47.2% | +35.9% |
| 1Y | +71.5% | -32.7% | +104.2% | +99.5% |
| 3Y | +149.1% | -5.9% | +155.0% | +144.2% |
| All | +164.7% | +8.0% | +156.7% | +128.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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