+357.5%
COPX vs REPL
-17.3%
+374.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -8.4% | +1.4% | -6.6% |
| 7D | -2.9% | -13.4% | +10.5% | -2.3% |
| 30D | 0.0% | -3.0% | +3.0% | +0.1% |
| 3M | +14.8% | +56.3% | -41.5% | +10.4% |
| 6M | +7.0% | +60.9% | -53.8% | -1.7% |
| YTD | +23.8% | +36.2% | -12.4% | +14.4% |
| 1Y | +75.7% | +121.0% | -45.3% | +53.9% |
| 3Y | +156.4% | -32.8% | +189.2% | +115.7% |
| 5Y | +167.6% | -58.7% | +226.2% | +130.4% |
| All | +357.5% | -17.3% | +374.8% | +218.5% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling