+156.9%
COPX vs GWRE
+741.3%
-584.4%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | -2.3% | -13.2% | +10.9% | +0.9% |
| 30D | +0.3% | -18.6% | +18.8% | +4.2% |
| 3M | +6.8% | +18.9% | -12.1% | -0.6% |
| 6M | +7.9% | -11.0% | +18.9% | +6.7% |
| YTD | +23.7% | -29.9% | +53.6% | +29.5% |
| 1Y | +71.5% | -44.3% | +115.9% | +91.5% |
| 3Y | +149.1% | +51.7% | +97.4% | +99.7% |
| 5Y | +167.3% | +15.4% | +151.9% | +125.7% |
| 10Y | +568.5% | +129.4% | +439.1% | +354.3% |
| All | +156.9% | +741.3% | -584.4% | +42.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling