+193.1%
COPX vs BWA
+89.5%
+103.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.5% | +1.7% |
| 7D | +6.0% | +0.1% | +5.9% | +5.8% |
| 30D | +6.4% | -5.6% | +12.0% | +9.2% |
| 3M | +19.3% | -10.7% | +30.0% | +25.8% |
| 6M | +16.2% | +23.2% | -6.9% | +6.1% |
| YTD | +33.2% | +46.0% | -12.8% | +10.5% |
| 1Y | +90.2% | +51.2% | +39.1% | +54.6% |
| 3Y | +175.7% | +69.6% | +106.1% | +104.9% |
| 5Y | +193.1% | +86.6% | +106.5% | +87.7% |
| All | +193.1% | +89.5% | +103.6% | +87.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling