+173.1%
COPX vs COO
-23.3%
+196.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.7% | +6.8% | +4.8% |
| 7D | +5.8% | -2.3% | +8.1% | +6.3% |
| 30D | +7.2% | -8.8% | +16.0% | +9.7% |
| 3M | +16.5% | +1.3% | +15.1% | +15.4% |
| 6M | +18.4% | -11.6% | +30.0% | +22.7% |
| YTD | +31.9% | -17.4% | +49.3% | +39.5% |
| 1Y | +88.5% | -1.6% | +90.1% | +88.2% |
| 3Y | +173.1% | -22.6% | +195.7% | +193.0% |
| All | +173.1% | -23.3% | +196.4% | +193.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling