+338.8%
COPX vs SUI
+120.9%
+217.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.1% |
| 7D | -1.5% | -2.4% | +0.9% | -0.6% |
| 30D | -14.0% | +3.3% | -17.3% | -15.3% |
| 3M | -17.1% | +0.7% | -17.8% | -17.7% |
| 6M | -15.9% | -4.1% | -11.8% | -15.4% |
| YTD | +2.6% | -1.8% | +4.4% | +2.0% |
| 1Y | +21.6% | -4.1% | +25.7% | +22.0% |
| 3Y | +142.7% | +17.4% | +125.3% | +118.4% |
| 5Y | +122.2% | -27.0% | +149.3% | +140.6% |
| 10Y | +338.8% | +121.2% | +217.6% | +284.8% |
| All | +338.8% | +120.9% | +217.9% | +284.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 10y: compounded portfolio wealth divided by compounded SUI 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…
10y analysis · Full analysis span regression · 6 months rolling