+408.3%
COPX vs JAAA
+29.3%
+379.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | 0.0% | +4.1% | +4.1% |
| 7D | +5.8% | +0.1% | +5.7% | +5.5% |
| 30D | +7.2% | +0.5% | +6.8% | +5.8% |
| 3M | +16.5% | +1.2% | +15.3% | +12.4% |
| 6M | +18.4% | +2.8% | +15.6% | +9.2% |
| YTD | +31.9% | +3.2% | +28.7% | +20.6% |
| 1Y | +88.5% | +4.8% | +83.6% | +65.2% |
| 3Y | +173.1% | +19.0% | +154.1% | +88.2% |
| 5Y | +193.1% | +26.8% | +166.3% | +75.3% |
| All | +408.3% | +29.3% | +379.0% | +183.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling