+71.5%
COPX vs INDA
-8.4%
+80.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.0% | -1.2% |
| 7D | -2.3% | -2.7% | +0.3% | +0.7% |
| 30D | +0.3% | -2.8% | +3.0% | +3.5% |
| 3M | +6.8% | +1.6% | +5.2% | +5.0% |
| 6M | +7.9% | -1.4% | +9.4% | +7.4% |
| YTD | +23.7% | -10.1% | +33.9% | +26.8% |
| 1Y | +71.5% | -8.8% | +80.3% | +73.9% |
| All | +71.5% | -8.4% | +80.0% | +73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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