+180.1%
COPX vs FIVE
+822.5%
-642.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | -1.0% | -0.3% | -0.7% | -0.9% |
| 30D | -14.8% | +17.7% | -32.4% | -18.2% |
| 3M | -17.2% | +4.0% | -21.2% | -18.4% |
| 6M | -14.5% | +2.6% | -17.1% | -15.9% |
| YTD | -0.4% | +27.6% | -28.0% | -7.5% |
| 1Y | +21.9% | +59.9% | -38.1% | +7.0% |
| 3Y | +123.7% | +35.8% | +88.0% | +91.7% |
| 5Y | +121.8% | +14.4% | +107.4% | +91.7% |
| 10Y | +397.9% | +576.1% | -178.3% | +182.6% |
| All | +180.1% | +822.5% | -642.4% | +43.7% |
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