+111.3%
COPX vs BUD
+50.1%
+61.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.2% |
| 7D | +1.1% | -1.6% | +2.7% | +1.8% |
| 30D | -15.9% | +6.7% | -22.5% | -18.7% |
| 3M | -19.6% | +5.9% | -25.5% | -22.3% |
| 6M | -21.5% | +5.1% | -26.6% | -24.4% |
| YTD | -0.8% | +32.9% | -33.6% | -14.9% |
| 1Y | +15.2% | +31.8% | -16.7% | -0.9% |
| 3Y | +134.7% | +47.4% | +87.3% | +86.6% |
| 5Y | +111.3% | +50.8% | +60.5% | +55.7% |
| All | +111.3% | +50.1% | +61.2% | +55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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