+619.4%
COPX vs COO
+36.7%
+582.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.2% | +7.2% | +3.5% |
| 7D | +6.0% | -9.0% | +14.9% | +9.9% |
| 30D | +6.4% | -16.8% | +23.3% | +14.5% |
| 3M | +19.3% | -7.5% | +26.8% | +22.1% |
| 6M | +16.2% | -16.3% | +32.5% | +23.7% |
| YTD | +33.2% | -22.5% | +55.7% | +46.5% |
| 1Y | +90.2% | -7.0% | +97.2% | +91.9% |
| 3Y | +175.7% | -27.5% | +203.1% | +199.3% |
| 5Y | +193.1% | -43.3% | +236.4% | +248.9% |
| 10Y | +619.4% | +37.6% | +581.9% | +554.6% |
| All | +619.4% | +36.7% | +582.7% | +554.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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