+121.8%
COPX vs BWA
+252.6%
-130.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.4% |
| 7D | -2.8% | +4.3% | -7.1% | -5.0% |
| 30D | -14.3% | -13.0% | -1.3% | -7.4% |
| 3M | -19.0% | -24.8% | +5.8% | -5.8% |
| 6M | -24.4% | -23.5% | -0.9% | -12.7% |
| YTD | -3.2% | +13.8% | -17.1% | -11.7% |
| 1Y | +15.2% | +13.4% | +1.7% | +5.1% |
| 3Y | +127.6% | +62.8% | +64.9% | +64.7% |
| 5Y | +106.0% | +28.5% | +77.5% | +62.5% |
| 10Y | +313.7% | +95.4% | +218.3% | +127.0% |
| All | +121.8% | +252.6% | -130.8% | -26.8% |
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