+128.3%
COPX vs RY
+499.4%
-371.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.7% | +2.8% |
| 7D | -1.0% | -0.9% | -0.1% | +0.1% |
| 30D | -14.8% | +5.9% | -20.6% | -19.9% |
| 3M | -17.2% | -4.3% | -13.0% | -13.5% |
| 6M | -14.5% | +12.1% | -26.6% | -25.1% |
| YTD | -0.4% | +20.3% | -20.7% | -18.5% |
| 1Y | +21.9% | +41.0% | -19.1% | -16.2% |
| 3Y | +123.7% | +157.5% | -33.8% | -21.8% |
| 5Y | +121.8% | +123.2% | -1.4% | -8.8% |
| 10Y | +397.9% | +365.7% | +32.2% | -7.9% |
| All | +128.3% | +499.4% | -371.1% | -68.4% |
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 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