+565.8%
COPX vs STLA
+51.6%
+514.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.2% | -6.8% | -6.9% |
| 7D | -2.9% | -3.8% | +0.9% | -1.4% |
| 30D | 0.0% | -3.1% | +3.1% | +1.0% |
| 3M | +14.8% | -19.6% | +34.4% | +25.1% |
| 6M | +7.0% | -23.5% | +30.5% | +19.1% |
| YTD | +23.8% | -51.5% | +75.4% | +62.1% |
| 1Y | +75.7% | -39.7% | +115.4% | +105.6% |
| 3Y | +156.4% | -66.3% | +222.7% | +268.6% |
| 5Y | +167.6% | -63.1% | +230.7% | +255.7% |
| All | +565.8% | +51.6% | +514.2% | +420.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling