+190.5%
COPX vs SPY
+752.5%
-562.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.1% |
| 7D | -4.0% | +0.1% | -4.1% | -4.1% |
| 30D | +4.5% | +0.1% | +4.5% | +4.5% |
| 3M | +0.8% | +2.0% | -1.2% | -1.0% |
| 6M | +3.2% | +13.0% | -9.8% | -10.8% |
| YTD | +26.7% | +13.5% | +13.2% | +9.1% |
| 1Y | +85.7% | +20.0% | +65.7% | +49.3% |
| 3Y | +151.2% | +77.2% | +74.0% | +19.1% |
| 5Y | +170.0% | +81.9% | +88.1% | +22.1% |
| 10Y | +572.9% | +314.1% | +258.9% | -10.4% |
| All | +190.5% | +752.5% | -562.0% | -87.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling