+205.3%
COPX vs BTG
+348.5%
-143.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.7% | +0.5% |
| 7D | +6.0% | +2.4% | +3.6% | +5.3% |
| 30D | +6.4% | +9.5% | -3.1% | +3.9% |
| 3M | +19.3% | +38.5% | -19.2% | +9.3% |
| 6M | +16.2% | +5.6% | +10.6% | +13.9% |
| YTD | +33.2% | +23.9% | +9.2% | +25.5% |
| 1Y | +90.2% | +32.1% | +58.1% | +75.6% |
| 3Y | +175.7% | +103.2% | +72.5% | +125.7% |
| 5Y | +193.1% | +79.7% | +113.4% | +144.8% |
| 10Y | +619.4% | +159.1% | +460.3% | +407.6% |
| All | +205.3% | +348.5% | -143.2% | +52.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling