+205.3%
COPX vs BR
+945.3%
-740.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.3% | +1.1% |
| 7D | +6.0% | -5.0% | +11.0% | +9.0% |
| 30D | +6.4% | -2.5% | +8.9% | +7.7% |
| 3M | +19.3% | +13.5% | +5.8% | +9.4% |
| 6M | +16.2% | -9.4% | +25.7% | +20.7% |
| YTD | +33.2% | -23.3% | +56.4% | +50.6% |
| 1Y | +90.2% | -31.6% | +121.8% | +130.7% |
| 3Y | +175.7% | -5.1% | +180.7% | +163.7% |
| 5Y | +193.1% | +8.2% | +184.9% | +148.7% |
| 10Y | +619.4% | +189.8% | +429.6% | +174.5% |
| All | +205.3% | +945.3% | -740.0% | -66.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling