+128.7%
COPX vs CAI
-11.0%
+139.7%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.1% | +1.3% |
| 7D | +6.0% | -3.1% | +9.1% | +6.4% |
| 30D | +6.4% | +2.7% | +3.7% | +6.1% |
| 3M | +19.3% | +41.7% | -22.4% | +14.5% |
| 6M | +16.2% | +26.5% | -10.2% | +11.7% |
| YTD | +33.2% | -10.9% | +44.1% | +30.1% |
| 1Y | +90.2% | -29.2% | +119.4% | +86.0% |
| All | +128.7% | -11.0% | +139.7% | +122.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling