+88.5%
COPX vs RACE
-15.2%
+103.6%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.0% | +5.1% | +4.4% |
| 7D | +5.8% | -1.0% | +6.8% | +6.1% |
| 30D | +7.2% | -1.5% | +8.7% | +7.8% |
| 3M | +16.5% | +15.5% | +1.0% | +11.0% |
| 6M | +18.4% | +17.3% | +1.2% | +11.3% |
| YTD | +31.9% | +11.1% | +20.8% | +24.9% |
| 1Y | +88.5% | -14.3% | +102.8% | +80.4% |
| All | +88.5% | -15.2% | +103.6% | +80.4% |
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