+85.7%
COPX vs STLA
-38.0%
+123.7%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -1.0% |
| 7D | -4.0% | +2.6% | -6.6% | -4.7% |
| 30D | +4.5% | -1.2% | +5.8% | +4.7% |
| 3M | +0.8% | -24.8% | +25.6% | +8.5% |
| 6M | +3.2% | -25.6% | +28.8% | +10.5% |
| YTD | +26.7% | -48.9% | +75.7% | +42.2% |
| 1Y | +85.7% | -38.8% | +124.4% | +103.5% |
| All | +85.7% | -38.0% | +123.7% | +103.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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