+32.2%
COPX vs CPB
-18.4%
+50.6%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.9% | -1.9% | +5.0% |
| 7D | -3.0% | +13.0% | -15.9% | -0.8% |
| 30D | -13.6% | +20.5% | -34.2% | -10.4% |
| 3M | -11.2% | +2.2% | -13.4% | -10.3% |
| 6M | -2.4% | +15.4% | -17.8% | +1.2% |
| YTD | +4.2% | -12.3% | +16.5% | +5.8% |
| 1Y | +32.2% | -18.0% | +50.1% | +34.3% |
| All | +32.2% | -18.4% | +50.6% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling