+314.1%
COPX vs BWA
+94.2%
+219.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.4% |
| 7D | -2.8% | +4.3% | -7.1% | -4.8% |
| 30D | -14.3% | -13.0% | -1.3% | -8.0% |
| 3M | -19.0% | -24.8% | +5.8% | -6.9% |
| 6M | -24.4% | -23.5% | -0.9% | -13.6% |
| YTD | -3.2% | +13.8% | -17.1% | -10.6% |
| 1Y | +15.2% | +13.4% | +1.7% | +6.4% |
| 3Y | +127.6% | +62.8% | +64.9% | +70.5% |
| 5Y | +106.0% | +28.5% | +77.5% | +67.0% |
| All | +314.1% | +94.2% | +219.9% | +160.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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