+314.1%
COPX vs BURL
+232.1%
+82.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.6% | +1.1% | -1.6% |
| 7D | -2.8% | -1.6% | -1.3% | -2.4% |
| 30D | -14.3% | -7.7% | -6.6% | -12.6% |
| 3M | -19.0% | -31.7% | +12.6% | -11.1% |
| 6M | -24.4% | -15.2% | -9.3% | -22.1% |
| YTD | -3.2% | -15.9% | +12.7% | -0.4% |
| 1Y | +15.2% | -14.2% | +29.4% | +17.3% |
| 3Y | +127.6% | +93.5% | +34.1% | +79.1% |
| 5Y | +106.0% | -9.9% | +115.9% | +91.6% |
| All | +314.1% | +232.1% | +82.0% | +161.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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