+565.2%
COPX vs BTG
+159.3%
+405.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | -2.3% | -3.8% | +1.4% | -1.2% |
| 30D | +0.3% | +3.6% | -3.4% | -0.9% |
| 3M | +6.8% | +32.0% | -25.2% | -2.5% |
| 6M | +7.9% | +3.4% | +4.6% | +5.8% |
| YTD | +23.7% | +20.8% | +3.0% | +16.1% |
| 1Y | +71.5% | +22.4% | +49.1% | +59.2% |
| 3Y | +149.1% | +91.7% | +57.4% | +100.0% |
| 5Y | +167.3% | +79.0% | +88.3% | +117.1% |
| All | +565.2% | +159.3% | +405.9% | +405.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling