+565.2%
COPX vs SPXS
-99.6%
+664.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | -1.1% |
| 7D | -2.3% | +2.5% | -4.8% | -1.3% |
| 30D | +0.3% | +4.2% | -3.9% | +2.2% |
| 3M | +6.8% | -9.3% | +16.1% | +4.0% |
| 6M | +7.9% | -30.7% | +38.6% | -3.0% |
| YTD | +23.7% | -28.1% | +51.8% | +13.8% |
| 1Y | +71.5% | -35.1% | +106.6% | +53.6% |
| 3Y | +149.1% | -79.6% | +228.7% | +59.9% |
| 5Y | +167.3% | -86.3% | +253.6% | +75.3% |
| All | +565.2% | -99.6% | +664.8% | +55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 10y: compounded portfolio wealth divided by compounded SPXS 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…
10y analysis · Full analysis span regression · 6 months rolling