+190.5%
COPX vs COO
+632.6%
-442.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.8% | 0.0% |
| 7D | -4.0% | -2.2% | -1.8% | -3.0% |
| 30D | +4.5% | -7.0% | +11.6% | +7.8% |
| 3M | +0.8% | +12.2% | -11.4% | -5.6% |
| 6M | +3.2% | -15.1% | +18.3% | +9.8% |
| YTD | +26.7% | -15.1% | +41.8% | +34.5% |
| 1Y | +85.7% | +2.3% | +83.3% | +80.0% |
| 3Y | +151.2% | -23.7% | +174.8% | +168.6% |
| 5Y | +170.0% | -38.9% | +208.9% | +214.4% |
| 10Y | +572.9% | +49.9% | +523.0% | +399.5% |
| All | +190.5% | +632.6% | -442.1% | -18.9% |
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