+202.4%
COPX vs SPXS
-100.0%
+302.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.6% | +2.5% | +4.8% |
| 7D | +5.8% | -1.5% | +7.3% | +5.0% |
| 30D | +7.2% | +3.7% | +3.5% | +9.1% |
| 3M | +16.5% | -9.6% | +26.1% | +13.1% |
| 6M | +18.4% | -32.4% | +50.8% | +3.9% |
| YTD | +31.9% | -28.7% | +60.6% | +19.6% |
| 1Y | +88.5% | -38.1% | +126.6% | +63.0% |
| 3Y | +173.1% | -80.1% | +253.2% | +62.9% |
| 5Y | +193.1% | -85.9% | +279.0% | +82.0% |
| 10Y | +591.7% | -99.5% | +691.2% | +37.6% |
| All | +202.4% | -100.0% | +302.4% | -81.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling