+121.8%
COPX vs BUD
+143.3%
-21.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.7% | -3.1% |
| 7D | -2.8% | +1.0% | -3.8% | -3.4% |
| 30D | -14.3% | +6.7% | -21.0% | -17.9% |
| 3M | -19.0% | +5.7% | -24.8% | -22.3% |
| 6M | -24.4% | +5.8% | -30.2% | -28.1% |
| YTD | -3.2% | +34.4% | -37.6% | -19.8% |
| 1Y | +15.2% | +33.3% | -18.1% | -4.2% |
| 3Y | +127.6% | +48.8% | +78.8% | +73.2% |
| 5Y | +106.0% | +52.5% | +53.5% | +50.9% |
| 10Y | +313.7% | -4.0% | +317.7% | +266.2% |
| All | +121.8% | +143.3% | -21.5% | -23.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling