+32.2%
COPX vs RUN
-53.7%
+85.9%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.3% | +2.7% | +3.8% |
| 7D | -3.0% | +18.5% | -21.4% | -5.9% |
| 30D | -13.6% | +15.5% | -29.1% | -16.0% |
| 3M | -11.2% | -20.3% | +9.1% | -8.3% |
| 6M | -2.4% | -30.8% | +28.4% | +2.8% |
| YTD | +4.2% | -52.2% | +56.4% | +10.8% |
| 1Y | +32.2% | -53.9% | +86.1% | +40.7% |
| All | +32.2% | -53.7% | +85.9% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 1y: compounded portfolio wealth divided by compounded RUN 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…
1y analysis · Full analysis span regression · 6 months rolling