+621.7%
COPX vs RUN
-32.6%
+654.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.6% | +5.5% | +1.6% |
| 7D | +6.0% | -1.8% | +7.8% | +6.2% |
| 30D | +6.4% | -10.8% | +17.3% | +8.1% |
| 3M | +19.3% | -30.2% | +49.4% | +25.0% |
| 6M | +16.2% | -22.3% | +38.6% | +19.6% |
| YTD | +33.2% | -52.2% | +85.3% | +44.1% |
| 1Y | +90.2% | -45.1% | +135.3% | +100.0% |
| 3Y | +175.7% | -37.1% | +212.8% | +141.7% |
| 5Y | +193.1% | -80.3% | +273.4% | +185.1% |
| 10Y | +619.4% | +45.2% | +574.2% | +330.2% |
| All | +621.7% | -32.6% | +654.3% | +351.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling