+123.7%
COPX vs RACE
+28.1%
+95.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +2.9% | +1.9% |
| 7D | -1.0% | +5.1% | -6.1% | -2.5% |
| 30D | -14.8% | +7.7% | -22.4% | -16.7% |
| 3M | -17.2% | +2.2% | -19.4% | -17.8% |
| 6M | -14.5% | +23.8% | -38.2% | -20.2% |
| YTD | -0.4% | +13.9% | -14.3% | -5.3% |
| 1Y | +21.9% | +3.8% | +18.1% | +18.5% |
| 3Y | +123.7% | +28.0% | +95.7% | +100.9% |
| All | +123.7% | +28.1% | +95.6% | +100.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling