+487.4%
COPX vs RACE
+658.9%
-171.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +2.9% | +2.2% |
| 7D | -1.0% | +5.1% | -6.1% | -3.4% |
| 30D | -14.8% | +7.7% | -22.4% | -17.9% |
| 3M | -17.2% | +2.2% | -19.4% | -18.3% |
| 6M | -14.5% | +23.8% | -38.2% | -23.8% |
| YTD | -0.4% | +13.9% | -14.3% | -7.9% |
| 1Y | +21.9% | +3.8% | +18.1% | +17.9% |
| 3Y | +123.7% | +28.0% | +95.7% | +81.0% |
| 5Y | +121.8% | +64.9% | +56.9% | +52.0% |
| 10Y | +397.9% | +780.4% | -382.5% | +30.1% |
| All | +487.4% | +658.9% | -171.5% | +34.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling