+565.2%
COPX vs CPB
-45.3%
+610.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | -2.3% | -1.8% | -0.6% | -2.3% |
| 30D | +0.3% | -7.1% | +7.3% | +0.5% |
| 3M | +6.8% | -6.0% | +12.9% | +7.0% |
| 6M | +7.9% | -5.3% | +13.2% | +8.1% |
| YTD | +23.7% | -20.8% | +44.6% | +24.9% |
| 1Y | +71.5% | -33.8% | +105.4% | +75.1% |
| 3Y | +149.1% | -43.7% | +192.8% | +154.7% |
| 5Y | +167.3% | -40.7% | +208.0% | +171.0% |
| All | +565.2% | -45.3% | +610.5% | +610.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling