+71.5%
COPX vs STLA
-40.1%
+111.7%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | -0.7% |
| 7D | -2.3% | -2.9% | +0.5% | -1.6% |
| 30D | +0.3% | +0.9% | -0.7% | -0.3% |
| 3M | +6.8% | -21.6% | +28.4% | +13.9% |
| 6M | +7.9% | -21.6% | +29.6% | +15.5% |
| YTD | +23.7% | -50.4% | +74.2% | +39.9% |
| 1Y | +71.5% | -43.6% | +115.1% | +90.4% |
| All | +71.5% | -40.1% | +111.7% | +90.4% |
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