+266.7%
COPX vs REPL
+37.4%
+229.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.2% | -3.3% |
| 7D | +1.1% | +9.8% | -8.7% | +0.7% |
| 30D | -15.9% | +81.5% | -97.4% | -18.1% |
| 3M | -19.6% | +44.2% | -63.8% | -21.0% |
| 6M | -21.5% | +437.4% | -458.9% | -29.9% |
| YTD | -0.8% | +126.1% | -126.9% | -10.4% |
| 1Y | +15.2% | +143.1% | -128.0% | +3.5% |
| 3Y | +134.7% | +97.8% | +36.9% | +80.7% |
| 5Y | +111.3% | -34.3% | +145.6% | +79.1% |
| All | +266.7% | +37.4% | +229.3% | +149.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling