+135.3%
COPX vs COO
+562.5%
-427.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.2% |
| 7D | -1.5% | -2.3% | +0.8% | -0.5% |
| 30D | -14.0% | +13.3% | -27.3% | -18.7% |
| 3M | -17.1% | -18.1% | +1.0% | -10.5% |
| 6M | -15.9% | +6.7% | -22.6% | -20.4% |
| YTD | +2.6% | -23.2% | +25.8% | +12.8% |
| 1Y | +21.6% | -12.3% | +33.9% | +25.6% |
| 3Y | +142.7% | -23.6% | +166.2% | +156.2% |
| 5Y | +122.2% | -38.7% | +160.9% | +155.9% |
| 10Y | +338.8% | +42.2% | +296.6% | +229.8% |
| All | +135.3% | +562.5% | -427.2% | -32.0% |
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 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