+314.1%
COPX vs SPY
+307.0%
+7.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.1% |
| 7D | -2.8% | +2.6% | -5.4% | -5.8% |
| 30D | -14.3% | -2.0% | -12.4% | -11.9% |
| 3M | -19.0% | -2.8% | -16.3% | -15.7% |
| 6M | -24.4% | +2.1% | -26.6% | -25.3% |
| YTD | -3.2% | +11.5% | -14.7% | -13.0% |
| 1Y | +15.2% | +13.5% | +1.7% | +1.6% |
| 3Y | +127.6% | +77.7% | +49.9% | +18.6% |
| 5Y | +106.0% | +72.6% | +33.4% | +11.0% |
| All | +314.1% | +307.0% | +7.1% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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