+186.5%
COPX vs FIVE
+873.2%
-686.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.1% |
| 7D | +1.6% | +7.3% | -5.7% | -0.1% |
| 30D | -15.0% | +18.1% | -33.1% | -18.5% |
| 3M | -18.6% | +7.7% | -26.3% | -20.3% |
| 6M | -14.9% | +13.6% | -28.6% | -18.4% |
| YTD | +1.8% | +34.6% | -32.7% | -6.6% |
| 1Y | +19.7% | +66.2% | -46.6% | +4.1% |
| 3Y | +140.9% | +43.5% | +97.4% | +103.6% |
| 5Y | +130.6% | +20.7% | +109.9% | +96.7% |
| 10Y | +326.5% | +541.5% | -215.0% | +142.6% |
| All | +186.5% | +873.2% | -686.7% | +45.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling