+167.6%
COPX vs INDA
+4.5%
+163.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -1.2% | -5.8% | -5.8% |
| 7D | -2.9% | -3.6% | +0.7% | +0.8% |
| 30D | 0.0% | -4.0% | +4.0% | +4.2% |
| 3M | +14.8% | +1.7% | +13.1% | +13.1% |
| 6M | +7.0% | -3.6% | +10.7% | +11.7% |
| YTD | +23.8% | -11.0% | +34.8% | +38.9% |
| 1Y | +75.7% | -9.5% | +85.2% | +93.5% |
| 3Y | +156.4% | +7.6% | +148.8% | +134.6% |
| 5Y | +167.6% | +4.8% | +162.8% | +153.1% |
| All | +167.6% | +4.5% | +163.1% | +153.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling