+619.4%
COPX vs RACE
+783.2%
-163.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.4% |
| 7D | +6.0% | -2.6% | +8.6% | +7.3% |
| 30D | +6.4% | -1.1% | +7.5% | +7.0% |
| 3M | +19.3% | +12.5% | +6.7% | +12.2% |
| 6M | +16.2% | +17.4% | -1.2% | +7.0% |
| YTD | +33.2% | +10.1% | +23.0% | +25.7% |
| 1Y | +90.2% | -15.1% | +105.4% | +101.2% |
| 3Y | +175.7% | +38.9% | +136.7% | +113.0% |
| 5Y | +193.1% | +90.7% | +102.4% | +85.1% |
| 10Y | +619.4% | +801.8% | -182.4% | +130.3% |
| All | +619.4% | +783.2% | -163.7% | +130.3% |
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