+167.6%
COPX vs SPY
+79.8%
+87.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.6% | -6.4% | -6.3% |
| 7D | -2.9% | -2.0% | -0.9% | -0.5% |
| 30D | 0.0% | -1.7% | +1.7% | +2.1% |
| 3M | +14.8% | +4.7% | +10.1% | +9.2% |
| 6M | +7.0% | +12.5% | -5.5% | -5.0% |
| YTD | +23.8% | +11.7% | +12.1% | +11.0% |
| 1Y | +75.7% | +17.5% | +58.2% | +49.8% |
| 3Y | +156.4% | +76.6% | +79.8% | +42.7% |
| 5Y | +167.6% | +82.0% | +85.5% | +41.3% |
| All | +167.6% | +79.8% | +87.8% | +41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling