+21.6%
COPX vs RACE
+0.7%
+21.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.8% |
| 7D | -1.5% | -3.9% | +2.3% | +0.4% |
| 30D | -14.0% | +6.8% | -20.8% | -16.6% |
| 3M | -17.1% | +1.3% | -18.5% | -17.7% |
| 6M | -15.9% | +26.3% | -42.2% | -25.7% |
| YTD | +2.6% | +13.8% | -11.2% | -4.4% |
| 1Y | +21.6% | -0.5% | +22.1% | +22.7% |
| All | +21.6% | +0.7% | +21.0% | +22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling