+121.8%
COPX vs CPB
+9.8%
+112.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.1% | -5.7% | -2.9% |
| 7D | -2.8% | -1.6% | -1.3% | -2.6% |
| 30D | -14.3% | +19.2% | -33.5% | -16.6% |
| 3M | -19.0% | -1.0% | -18.1% | -19.1% |
| 6M | -24.4% | +15.2% | -39.6% | -26.6% |
| YTD | -3.2% | -13.1% | +9.9% | -1.8% |
| 1Y | +15.2% | -22.4% | +37.6% | +19.1% |
| 3Y | +127.6% | -35.3% | +162.9% | +138.9% |
| 5Y | +106.0% | -33.0% | +139.0% | +110.8% |
| 10Y | +313.7% | -39.2% | +352.9% | +326.2% |
| All | +121.8% | +9.8% | +112.1% | +22.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling