+647.4%
COPX vs RACE
+647.6%
-0.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | +0.3% |
| 7D | -4.0% | -2.5% | -1.5% | -2.7% |
| 30D | +4.5% | +0.8% | +3.8% | +4.1% |
| 3M | +0.8% | +17.2% | -16.3% | -7.2% |
| 6M | +3.2% | +13.6% | -10.4% | -3.6% |
| YTD | +26.7% | +12.2% | +14.5% | +18.3% |
| 1Y | +85.7% | -16.3% | +101.9% | +98.2% |
| 3Y | +151.2% | +36.4% | +114.7% | +95.9% |
| 5Y | +170.0% | +95.0% | +75.0% | +67.8% |
| 10Y | +572.9% | +813.2% | -240.3% | +71.8% |
| All | +647.4% | +647.6% | -0.2% | +73.2% |
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 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