+173.1%
COPX vs REPL
-24.7%
+197.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.8% | +5.9% | +4.1% |
| 7D | +5.8% | -5.7% | +11.5% | +5.8% |
| 30D | +7.2% | +22.5% | -15.3% | +6.9% |
| 3M | +16.5% | +64.7% | -48.2% | +15.4% |
| 6M | +18.4% | +83.0% | -64.6% | +15.6% |
| YTD | +31.9% | +52.0% | -20.0% | +28.9% |
| 1Y | +88.5% | +144.5% | -56.0% | +82.2% |
| 3Y | +173.1% | -25.1% | +198.2% | +165.6% |
| All | +173.1% | -24.7% | +197.8% | +165.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling