+3.2%
COPX vs REPL
+107.4%
-104.3%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.6% |
| 7D | -4.0% | -3.0% | -1.0% | -4.0% |
| 30D | +4.5% | +27.1% | -22.6% | +4.4% |
| 3M | +0.8% | +52.4% | -51.6% | +0.8% |
| 6M | +3.2% | +107.4% | -104.3% | -4.2% |
| All | +3.2% | +107.4% | -104.3% | -4.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling