+324.8%
COPX vs RACE
+717.8%
-393.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.5% | -0.8% | -2.1% |
| 7D | +1.1% | -4.0% | +5.1% | +3.2% |
| 30D | -15.9% | +3.5% | -19.4% | -17.3% |
| 3M | -19.6% | -0.4% | -19.2% | -19.5% |
| 6M | -21.5% | +23.2% | -44.7% | -29.6% |
| YTD | -0.8% | +11.0% | -11.7% | -6.8% |
| 1Y | +15.2% | -2.2% | +17.4% | +15.0% |
| 3Y | +134.7% | +22.5% | +112.2% | +94.7% |
| 5Y | +111.3% | +63.2% | +48.1% | +45.5% |
| All | +324.8% | +717.8% | -393.0% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 10y: compounded portfolio wealth divided by compounded RACE 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…
10y analysis · Full analysis span regression · 6 months rolling