+202.4%
COPX vs BWA
+359.1%
-156.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.9% | +6.0% | +5.2% |
| 7D | +5.8% | +4.3% | +1.5% | +3.2% |
| 30D | +7.2% | -2.9% | +10.1% | +8.7% |
| 3M | +16.5% | -12.4% | +28.9% | +25.2% |
| 6M | +18.4% | +28.6% | -10.1% | +3.5% |
| YTD | +31.9% | +48.2% | -16.3% | +4.3% |
| 1Y | +88.5% | +50.9% | +37.6% | +46.7% |
| 3Y | +173.1% | +72.2% | +100.9% | +90.3% |
| 5Y | +193.1% | +91.1% | +102.0% | +84.9% |
| 10Y | +591.7% | +144.0% | +447.7% | +236.4% |
| All | +202.4% | +359.1% | -156.7% | -13.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling