+565.2%
COPX vs BWA
+156.8%
+408.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.8% |
| 7D | -2.3% | -1.3% | -1.0% | -1.8% |
| 30D | +0.3% | -2.9% | +3.2% | +1.5% |
| 3M | +6.8% | -10.7% | +17.5% | +12.8% |
| 6M | +7.9% | +26.5% | -18.5% | -3.6% |
| YTD | +23.7% | +49.1% | -25.4% | 0.0% |
| 1Y | +71.5% | +52.1% | +19.5% | +36.6% |
| 3Y | +149.1% | +72.6% | +76.5% | +80.0% |
| 5Y | +167.3% | +89.4% | +77.9% | +77.7% |
| All | +565.2% | +156.8% | +408.5% | +263.2% |
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