+256.4%
COPX vs FIVE
+868.1%
-611.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.1% | -5.7% | -1.9% |
| 7D | -4.0% | +4.3% | -8.2% | -5.0% |
| 30D | +4.5% | +12.5% | -8.0% | +1.3% |
| 3M | +0.8% | +31.2% | -30.4% | -6.1% |
| 6M | +3.2% | +14.4% | -11.2% | -1.2% |
| YTD | +26.7% | +33.9% | -7.2% | +16.5% |
| 1Y | +85.7% | +65.1% | +20.6% | +61.7% |
| 3Y | +151.2% | +49.0% | +102.2% | +110.3% |
| 5Y | +170.0% | +30.3% | +139.7% | +125.5% |
| 10Y | +572.9% | +481.1% | +91.8% | +288.5% |
| All | +256.4% | +868.1% | -611.7% | +81.0% |
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