+32.2%
COPX vs JAAA
+4.8%
+27.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | -3.0% | +0.2% | -3.1% | -4.7% |
| 30D | -13.6% | +0.4% | -14.1% | -18.0% |
| 3M | -11.2% | +1.2% | -12.4% | -22.9% |
| 6M | -2.4% | +2.3% | -4.7% | -26.7% |
| YTD | +4.2% | +3.9% | +0.4% | -32.9% |
| 1Y | +32.2% | +4.8% | +27.4% | -28.9% |
| All | +32.2% | +4.8% | +27.4% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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