+193.1%
COPX vs CAPR
+87.6%
+105.5%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.6% | +7.7% | +4.2% |
| 7D | +5.8% | -9.5% | +15.3% | +6.0% |
| 30D | +7.2% | +121.5% | -114.3% | +5.1% |
| 3M | +16.5% | -65.4% | +81.9% | +17.5% |
| 6M | +18.4% | -67.5% | +86.0% | +19.5% |
| YTD | +31.9% | -68.6% | +100.5% | +33.1% |
| 1Y | +88.5% | +42.7% | +45.8% | +75.4% |
| 3Y | +173.1% | +43.4% | +129.7% | +132.2% |
| 5Y | +193.1% | +86.0% | +107.1% | +132.4% |
| All | +193.1% | +87.6% | +105.5% | +132.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling