+133.5%
COPX vs RY
+503.1%
-369.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.6% | +1.6% |
| 7D | +1.6% | -0.6% | +2.2% | +2.4% |
| 30D | -15.0% | +6.1% | -21.2% | -20.4% |
| 3M | -18.6% | -3.4% | -15.2% | -15.8% |
| 6M | -14.9% | +12.8% | -27.7% | -26.0% |
| YTD | +1.8% | +21.0% | -19.2% | -17.2% |
| 1Y | +19.7% | +40.5% | -20.8% | -17.4% |
| 3Y | +140.9% | +159.9% | -19.0% | -16.6% |
| 5Y | +130.6% | +125.0% | +5.6% | -6.0% |
| 10Y | +326.5% | +350.6% | -24.1% | -18.2% |
| All | +133.5% | +503.1% | -369.6% | -67.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling