+149.3%
COPX vs JAAA
+18.9%
+130.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | 0.0% | -7.0% | -6.9% |
| 7D | -2.9% | +0.1% | -3.0% | -3.3% |
| 30D | 0.0% | +0.4% | -0.4% | -2.4% |
| 3M | +14.8% | +1.2% | +13.6% | +7.1% |
| 6M | +7.0% | +2.7% | +4.4% | -7.9% |
| YTD | +23.8% | +3.2% | +20.7% | +3.8% |
| 1Y | +75.7% | +4.8% | +70.9% | +35.9% |
| All | +149.3% | +18.9% | +130.4% | +47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling