+127.6%
COPX vs SUI
+18.2%
+109.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.5% | -2.7% |
| 7D | -2.8% | -1.5% | -1.4% | -2.6% |
| 30D | -14.3% | +3.7% | -18.1% | -15.1% |
| 3M | -19.0% | -0.4% | -18.7% | -19.2% |
| 6M | -24.4% | -2.8% | -21.6% | -24.4% |
| YTD | -3.2% | -1.6% | -1.6% | -3.6% |
| 1Y | +15.2% | -2.1% | +17.2% | +14.9% |
| 3Y | +127.6% | +18.5% | +109.2% | +101.7% |
| All | +127.6% | +18.2% | +109.5% | +101.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling