+565.2%
COPX vs RUN
+42.2%
+523.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | -2.3% | -3.7% | +1.4% | -1.8% |
| 30D | +0.3% | -13.0% | +13.3% | +2.3% |
| 3M | +6.8% | -31.8% | +38.6% | +12.5% |
| 6M | +7.9% | -32.2% | +40.2% | +13.6% |
| YTD | +23.7% | -53.5% | +77.2% | +34.8% |
| 1Y | +71.5% | -46.5% | +118.1% | +81.3% |
| 3Y | +149.1% | -37.6% | +186.7% | +116.7% |
| 5Y | +167.3% | -80.9% | +248.2% | +161.6% |
| All | +565.2% | +42.2% | +523.0% | +245.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling