+172.5%
COPX vs RACE
+93.6%
+79.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | +0.2% |
| 7D | -4.0% | -2.5% | -1.5% | -2.9% |
| 30D | +4.5% | +0.8% | +3.8% | +4.2% |
| 3M | +0.8% | +17.2% | -16.3% | -5.8% |
| 6M | +3.2% | +13.6% | -10.4% | -2.5% |
| YTD | +26.7% | +12.2% | +14.5% | +19.8% |
| 1Y | +85.7% | -16.3% | +101.9% | +95.6% |
| 3Y | +151.2% | +36.4% | +114.7% | +97.8% |
| All | +172.5% | +93.6% | +79.0% | +64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling