+75.7%
COPX vs SPY
+17.2%
+58.5%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.6% | -6.4% | -5.6% |
| 7D | -2.9% | -2.0% | -0.9% | +1.8% |
| 30D | 0.0% | -1.7% | +1.7% | +4.0% |
| 3M | +14.8% | +4.7% | +10.1% | +3.1% |
| 6M | +7.0% | +12.5% | -5.5% | -16.0% |
| YTD | +23.8% | +11.7% | +12.1% | -1.4% |
| 1Y | +75.7% | +17.5% | +58.2% | +28.9% |
| All | +75.7% | +17.2% | +58.5% | +28.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling