+193.1%
COPX vs M
+24.8%
+168.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.6% | +6.7% | +4.6% |
| 7D | +5.8% | +2.4% | +3.4% | +5.2% |
| 30D | +7.2% | -11.6% | +18.8% | +9.7% |
| 3M | +16.5% | +1.6% | +14.9% | +15.7% |
| 6M | +18.4% | +25.2% | -6.8% | +13.0% |
| YTD | +31.9% | +3.8% | +28.2% | +29.8% |
| 1Y | +88.5% | +36.3% | +52.1% | +75.3% |
| 3Y | +173.1% | +116.3% | +56.8% | +122.7% |
| 5Y | +193.1% | +28.2% | +164.9% | +163.7% |
| All | +193.1% | +24.8% | +168.3% | +163.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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