+168.1%
COPX vs BWA
+67.1%
+100.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.5% | +1.6% |
| 7D | +6.0% | +0.1% | +5.9% | +5.8% |
| 30D | +6.4% | -5.6% | +12.0% | +9.1% |
| 3M | +19.3% | -10.7% | +30.0% | +25.5% |
| 6M | +16.2% | +23.2% | -6.9% | +7.0% |
| YTD | +33.2% | +46.0% | -12.8% | +12.3% |
| 1Y | +90.2% | +51.2% | +39.1% | +57.4% |
| All | +168.1% | +67.1% | +100.9% | +96.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling