+123.7%
COPX vs RY
+155.6%
-31.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.7% | +2.7% |
| 7D | -1.0% | -0.9% | -0.1% | 0.0% |
| 30D | -14.8% | +5.9% | -20.6% | -19.1% |
| 3M | -17.2% | -4.3% | -13.0% | -13.9% |
| 6M | -14.5% | +12.1% | -26.6% | -24.2% |
| YTD | -0.4% | +20.3% | -20.7% | -17.5% |
| 1Y | +21.9% | +41.0% | -19.1% | -11.9% |
| 3Y | +123.7% | +157.5% | -33.8% | -4.5% |
| All | +123.7% | +155.6% | -31.8% | -4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling