+123.7%
COPX vs FIVE
+34.8%
+88.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.5% |
| 7D | -1.0% | -0.3% | -0.7% | -0.9% |
| 30D | -14.8% | +17.7% | -32.4% | -17.8% |
| 3M | -17.2% | +4.0% | -21.2% | -18.2% |
| 6M | -14.5% | +2.6% | -17.1% | -15.7% |
| YTD | -0.4% | +27.6% | -28.0% | -6.6% |
| 1Y | +21.9% | +59.9% | -38.1% | +8.8% |
| 3Y | +123.7% | +35.8% | +88.0% | +70.5% |
| All | +123.7% | +34.8% | +88.9% | +70.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling