+591.7%
COPX vs FIVE
+475.1%
+116.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.7% | +3.4% | +3.9% |
| 7D | +5.8% | +3.7% | +2.1% | +4.6% |
| 30D | +7.2% | +4.0% | +3.2% | +5.8% |
| 3M | +16.5% | +36.2% | -19.7% | +6.3% |
| 6M | +18.4% | +18.0% | +0.4% | +11.7% |
| YTD | +31.9% | +34.9% | -3.0% | +19.7% |
| 1Y | +88.5% | +67.9% | +20.6% | +60.4% |
| 3Y | +173.1% | +57.3% | +115.8% | +119.9% |
| 5Y | +193.1% | +39.5% | +153.6% | +133.9% |
| 10Y | +591.7% | +496.4% | +95.3% | +242.3% |
| All | +591.7% | +475.1% | +116.6% | +242.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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