+161.7%
COPX vs INDA
+111.6%
+50.1%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.6% | +5.7% | +5.4% |
| 7D | +5.8% | -1.0% | +6.7% | +6.5% |
| 30D | +7.2% | -2.5% | +9.8% | +9.4% |
| 3M | +16.5% | +4.0% | +12.5% | +13.0% |
| 6M | +18.4% | -1.8% | +20.3% | +21.1% |
| YTD | +31.9% | -9.2% | +41.1% | +43.3% |
| 1Y | +88.5% | -7.2% | +95.7% | +100.9% |
| 3Y | +173.1% | +9.8% | +163.3% | +154.4% |
| 5Y | +193.1% | +7.5% | +185.6% | +178.9% |
| 10Y | +591.7% | +80.8% | +510.9% | +339.0% |
| All | +161.7% | +111.6% | +50.1% | +48.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling