+112.5%
COPX vs CAI
-9.9%
+122.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.2% |
| 7D | -2.3% | -2.9% | +0.6% | -2.0% |
| 30D | +0.3% | +9.3% | -9.1% | -0.8% |
| 3M | +6.8% | +35.2% | -28.4% | +3.1% |
| 6M | +7.9% | +30.7% | -22.8% | +3.4% |
| YTD | +23.7% | -9.8% | +33.5% | +20.7% |
| 1Y | +71.5% | -28.9% | +100.4% | +67.5% |
| All | +112.5% | -9.9% | +122.4% | +106.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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