+619.4%
COPX vs CAPR
-77.3%
+696.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.6% | +5.6% | +1.1% |
| 7D | +6.0% | -12.6% | +18.6% | +6.3% |
| 30D | +6.4% | +124.4% | -118.0% | +3.6% |
| 3M | +19.3% | -66.8% | +86.1% | +20.6% |
| 6M | +16.2% | -71.8% | +88.0% | +17.9% |
| YTD | +33.2% | -70.1% | +103.2% | +34.7% |
| 1Y | +90.2% | +33.3% | +56.9% | +73.6% |
| 3Y | +175.7% | +36.7% | +139.0% | +140.1% |
| 5Y | +193.1% | +72.5% | +120.7% | +148.4% |
| 10Y | +619.4% | -77.3% | +696.7% | +473.0% |
| All | +619.4% | -77.3% | +696.7% | +473.0% |
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