+167.6%
COPX vs RUN
-81.3%
+248.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -1.9% | -5.1% | -6.7% |
| 7D | -2.9% | -3.4% | +0.5% | -2.5% |
| 30D | 0.0% | -14.0% | +14.0% | +1.9% |
| 3M | +14.8% | -27.5% | +42.3% | +19.0% |
| 6M | +7.0% | -29.0% | +36.0% | +11.1% |
| YTD | +23.8% | -53.1% | +76.9% | +32.9% |
| 1Y | +75.7% | -46.7% | +122.4% | +84.3% |
| 3Y | +156.4% | -38.3% | +194.7% | +130.6% |
| 5Y | +167.6% | -80.7% | +248.3% | +173.2% |
| All | +167.6% | -81.3% | +248.8% | +173.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling