+288.6%
COPX vs EQH
+234.7%
+53.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.8% |
| 7D | -2.3% | +0.7% | -3.1% | -2.8% |
| 30D | +0.3% | +2.8% | -2.6% | -1.5% |
| 3M | +6.8% | +23.1% | -16.3% | -4.1% |
| 6M | +7.9% | +41.4% | -33.4% | -10.2% |
| YTD | +23.7% | +14.3% | +9.5% | +13.6% |
| 1Y | +71.5% | +1.6% | +69.9% | +66.0% |
| 3Y | +149.1% | +102.7% | +46.4% | +62.8% |
| 5Y | +167.3% | +104.5% | +62.8% | +68.8% |
| All | +288.6% | +234.7% | +53.9% | +78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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