+193.1%
COPX vs CPB
-38.1%
+231.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.4% | +1.0% |
| 7D | +6.0% | -8.0% | +14.0% | +5.6% |
| 30D | +6.4% | -2.4% | +8.8% | +6.3% |
| 3M | +19.3% | +0.5% | +18.7% | +19.5% |
| 6M | +16.2% | -10.5% | +26.7% | +16.4% |
| YTD | +33.2% | -17.5% | +50.7% | +33.4% |
| 1Y | +90.2% | -31.0% | +121.3% | +91.4% |
| 3Y | +175.7% | -40.6% | +216.3% | +173.4% |
| 5Y | +193.1% | -37.7% | +230.8% | +195.2% |
| All | +193.1% | -38.1% | +231.2% | +195.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling