+338.8%
COPX vs CAPR
-59.1%
+397.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +26.5% | -25.7% | 0.0% |
| 7D | -1.5% | +25.8% | -27.3% | -2.2% |
| 30D | -14.0% | +50.2% | -64.2% | -15.1% |
| 3M | -17.1% | +185.5% | -202.6% | -20.0% |
| 6M | -15.9% | -64.8% | +48.9% | -15.3% |
| YTD | +2.6% | -61.1% | +63.7% | +2.8% |
| 1Y | +21.6% | +81.0% | -59.4% | +10.1% |
| 3Y | +142.7% | +300.7% | -158.0% | +104.6% |
| 5Y | +122.2% | +223.3% | -101.1% | +84.8% |
| 10Y | +338.8% | -58.8% | +397.5% | +230.8% |
| All | +338.8% | -59.1% | +397.8% | +230.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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