+193.1%
COPX vs SM
+119.2%
+73.9%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.4% | +0.8% |
| 7D | +6.0% | -0.2% | +6.2% | +6.0% |
| 30D | +6.4% | +20.3% | -13.9% | +2.1% |
| 3M | +19.3% | +22.9% | -3.6% | +12.6% |
| 6M | +16.2% | +47.8% | -31.6% | +2.3% |
| YTD | +33.2% | +107.5% | -74.3% | +5.6% |
| 1Y | +90.2% | +51.7% | +38.5% | +63.7% |
| 3Y | +175.7% | -0.9% | +176.5% | +155.2% |
| 5Y | +193.1% | +112.2% | +80.9% | +107.7% |
| All | +193.1% | +119.2% | +73.9% | +107.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 5y: compounded portfolio wealth divided by compounded SM 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…
5y analysis · Full analysis span regression · 6 months rolling