+123.7%
COPX vs SUI
+15.1%
+108.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +2.9% | +1.7% |
| 7D | -1.0% | +6.2% | -7.2% | -2.1% |
| 30D | -14.8% | +8.6% | -23.3% | -16.3% |
| 3M | -17.2% | +1.0% | -18.2% | -17.6% |
| 6M | -14.5% | -2.6% | -11.9% | -14.3% |
| YTD | -0.4% | -0.1% | -0.3% | -1.0% |
| 1Y | +21.9% | +0.5% | +21.4% | +20.9% |
| 3Y | +123.7% | +15.3% | +108.5% | +100.3% |
| All | +123.7% | +15.1% | +108.6% | +100.3% |
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