+127.6%
COPX vs COO
+554.7%
-427.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -2.8% |
| 7D | +1.1% | -2.1% | +3.2% | +2.1% |
| 30D | -15.9% | +13.9% | -29.8% | -20.7% |
| 3M | -19.6% | -18.9% | -0.6% | -12.7% |
| 6M | -21.5% | +3.7% | -25.2% | -24.8% |
| YTD | -0.8% | -24.1% | +23.4% | +9.7% |
| 1Y | +15.2% | -14.2% | +29.4% | +20.1% |
| 3Y | +134.7% | -24.5% | +159.2% | +149.0% |
| 5Y | +111.3% | -40.4% | +151.7% | +146.5% |
| 10Y | +324.3% | +40.5% | +283.8% | +220.7% |
| All | +127.6% | +554.7% | -427.2% | -33.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling