+127.6%
COPX vs SPY
+78.1%
+49.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.0% |
| 7D | -2.8% | +2.6% | -5.4% | -6.3% |
| 30D | -14.3% | -2.0% | -12.4% | -11.6% |
| 3M | -19.0% | -2.8% | -16.3% | -15.3% |
| 6M | -24.4% | +2.1% | -26.6% | -25.4% |
| YTD | -3.2% | +11.5% | -14.7% | -14.1% |
| 1Y | +15.2% | +13.5% | +1.7% | +0.4% |
| 3Y | +127.6% | +77.7% | +49.9% | +6.6% |
| All | +127.6% | +78.1% | +49.5% | +6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling