+314.1%
COPX vs RY
+351.1%
-37.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.3% |
| 7D | -2.8% | +0.6% | -3.4% | -3.3% |
| 30D | -14.3% | +5.0% | -19.4% | -18.6% |
| 3M | -19.0% | -5.3% | -13.7% | -14.3% |
| 6M | -24.4% | +13.8% | -38.3% | -34.6% |
| YTD | -3.2% | +21.0% | -24.2% | -20.9% |
| 1Y | +15.2% | +40.5% | -25.3% | -19.7% |
| 3Y | +127.6% | +159.7% | -32.0% | -18.9% |
| 5Y | +106.0% | +124.3% | -18.3% | -13.5% |
| All | +314.1% | +351.1% | -37.0% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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