+122.2%
COPX vs REPL
-34.5%
+156.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.4% | +7.2% | +0.9% |
| 7D | -1.5% | +5.3% | -6.8% | -1.6% |
| 30D | -14.0% | +66.6% | -80.6% | -14.9% |
| 3M | -17.1% | +59.6% | -76.7% | -17.9% |
| 6M | -15.9% | +482.4% | -498.2% | -20.0% |
| YTD | +2.6% | +124.1% | -121.5% | -1.8% |
| 1Y | +21.6% | +138.6% | -116.9% | +16.1% |
| 3Y | +142.7% | +96.0% | +46.6% | +114.5% |
| 5Y | +122.2% | -35.4% | +157.6% | +114.4% |
| All | +122.2% | -34.5% | +156.8% | +114.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling