+167.6%
COPX vs MTB
+101.1%
+66.5%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +0.4% | -7.4% | -7.1% |
| 7D | -2.9% | -0.4% | -2.5% | -2.8% |
| 30D | 0.0% | -4.6% | +4.6% | +1.6% |
| 3M | +14.8% | +7.4% | +7.4% | +11.4% |
| 6M | +7.0% | +18.7% | -11.6% | +0.1% |
| YTD | +23.8% | +21.1% | +2.8% | +14.7% |
| 1Y | +75.7% | +24.1% | +51.6% | +61.1% |
| 3Y | +156.4% | +115.3% | +41.0% | +86.3% |
| 5Y | +167.6% | +106.0% | +61.5% | +93.2% |
| All | +167.6% | +101.1% | +66.5% | +93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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