+279.1%
COPX vs REPL
+36.1%
+243.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.4% | +7.2% | +1.0% |
| 7D | -1.5% | +5.3% | -6.8% | -1.8% |
| 30D | -14.0% | +66.6% | -80.6% | -16.0% |
| 3M | -17.1% | +59.6% | -76.7% | -19.0% |
| 6M | -15.9% | +482.4% | -498.2% | -25.2% |
| YTD | +2.6% | +124.1% | -121.5% | -7.3% |
| 1Y | +21.6% | +138.6% | -116.9% | +9.4% |
| 3Y | +142.7% | +96.0% | +46.6% | +86.9% |
| 5Y | +122.2% | -35.4% | +157.6% | +88.6% |
| All | +279.1% | +36.1% | +243.0% | +157.9% |
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