+295.3%
COPX vs STLA
+263.8%
+31.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -1.1% |
| 7D | -4.0% | +2.6% | -6.6% | -4.8% |
| 30D | +4.5% | -1.2% | +5.8% | +4.7% |
| 3M | +0.8% | -24.8% | +25.6% | +10.2% |
| 6M | +3.2% | -25.6% | +28.8% | +13.1% |
| YTD | +26.7% | -48.9% | +75.7% | +53.4% |
| 1Y | +85.7% | -38.8% | +124.4% | +109.8% |
| 3Y | +151.2% | -64.5% | +215.7% | +227.5% |
| 5Y | +170.0% | -62.4% | +232.4% | +238.5% |
| 10Y | +572.9% | +55.4% | +517.5% | +475.6% |
| All | +295.3% | +263.8% | +31.5% | +234.7% |
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