+71.5%
COPX vs GWRE
-44.7%
+116.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.1% |
| 7D | -2.3% | -13.2% | +10.9% | -2.5% |
| 30D | +0.3% | -18.6% | +18.8% | +0.3% |
| 3M | +6.8% | +18.9% | -12.1% | +6.8% |
| 6M | +7.9% | -11.0% | +18.9% | +10.1% |
| YTD | +23.7% | -29.9% | +53.6% | +31.8% |
| 1Y | +71.5% | -44.3% | +115.9% | +89.3% |
| All | +71.5% | -44.7% | +116.2% | +89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling