+201.8%
COPX vs STLA
+150.0%
+51.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.2% |
| 7D | -2.8% | -13.8% | +10.9% | +1.8% |
| 30D | -14.3% | -10.5% | -3.8% | -11.6% |
| 3M | -19.0% | -28.9% | +9.8% | -10.7% |
| 6M | -24.4% | -49.7% | +25.3% | -6.9% |
| YTD | -3.2% | -64.9% | +61.7% | +30.9% |
| 1Y | +15.2% | -64.0% | +79.2% | +54.1% |
| 3Y | +127.6% | -77.4% | +205.1% | +240.4% |
| 5Y | +106.0% | -74.4% | +180.4% | +189.5% |
| 10Y | +313.7% | -6.4% | +320.1% | +306.7% |
| All | +201.8% | +150.0% | +51.9% | +185.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling