+112.7%
COPX vs CAI
-11.0%
+123.7%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | 0.0% | -7.0% | -7.0% |
| 7D | -2.9% | -5.1% | +2.2% | -2.3% |
| 30D | 0.0% | +3.9% | -3.9% | -0.5% |
| 3M | +14.8% | +40.1% | -25.3% | +10.3% |
| 6M | +7.0% | +29.7% | -22.6% | +2.7% |
| YTD | +23.8% | -10.9% | +34.7% | +21.0% |
| 1Y | +75.7% | -28.0% | +103.7% | +71.8% |
| All | +112.7% | -11.0% | +123.7% | +106.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling