+190.5%
COPX vs RY
+523.6%
-333.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | +0.1% |
| 7D | -4.0% | +3.1% | -7.1% | -7.2% |
| 30D | +4.5% | -0.3% | +4.9% | +4.6% |
| 3M | +0.8% | +8.7% | -7.8% | -8.4% |
| 6M | +3.2% | +28.5% | -25.4% | -21.6% |
| YTD | +26.7% | +25.1% | +1.6% | -0.7% |
| 1Y | +85.7% | +46.3% | +39.4% | +22.7% |
| 3Y | +151.2% | +154.9% | -3.8% | -11.3% |
| 5Y | +170.0% | +140.3% | +29.7% | +2.5% |
| 10Y | +572.9% | +377.0% | +195.9% | +21.2% |
| All | +190.5% | +523.6% | -333.0% | -61.4% |
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