+127.6%
COPX vs CAPR
-98.0%
+225.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -8.7% | +5.5% | -3.1% |
| 7D | +1.1% | +19.1% | -18.0% | +0.6% |
| 30D | -15.9% | +48.8% | -64.7% | -16.8% |
| 3M | -19.6% | +144.4% | -164.0% | -21.8% |
| 6M | -21.5% | -67.5% | +46.0% | -20.9% |
| YTD | -0.8% | -64.5% | +63.8% | -0.4% |
| 1Y | +15.2% | +74.4% | -59.3% | +5.5% |
| 3Y | +134.7% | +265.7% | -131.0% | +104.2% |
| 5Y | +111.3% | +196.0% | -84.7% | +82.0% |
| 10Y | +324.3% | -62.4% | +386.7% | +242.7% |
| All | +127.6% | -98.0% | +225.5% | +94.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling