+205.3%
COPX vs EFV
+202.5%
+2.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +2.2% |
| 7D | +6.0% | -0.5% | +6.5% | +6.7% |
| 30D | +6.4% | 0.0% | +6.4% | +6.4% |
| 3M | +19.3% | +8.4% | +10.9% | +7.2% |
| 6M | +16.2% | +12.3% | +3.9% | +0.9% |
| YTD | +33.2% | +17.4% | +15.8% | +9.7% |
| 1Y | +90.2% | +27.1% | +63.1% | +41.1% |
| 3Y | +175.7% | +90.7% | +85.0% | +21.3% |
| 5Y | +193.1% | +95.6% | +97.5% | +27.7% |
| 10Y | +619.4% | +165.3% | +454.1% | +121.1% |
| All | +205.3% | +202.5% | +2.7% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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