+128.3%
COPX vs SUI
+756.0%
-627.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +2.9% | +2.1% |
| 7D | -1.0% | +6.2% | -7.2% | -3.7% |
| 30D | -14.8% | +8.6% | -23.3% | -18.3% |
| 3M | -17.2% | +1.0% | -18.2% | -18.1% |
| 6M | -14.5% | -2.6% | -11.9% | -14.6% |
| YTD | -0.4% | -0.1% | -0.3% | -1.9% |
| 1Y | +21.9% | +0.5% | +21.4% | +19.6% |
| 3Y | +123.7% | +15.3% | +108.5% | +99.1% |
| 5Y | +121.8% | -26.1% | +148.0% | +142.0% |
| 10Y | +397.9% | +117.8% | +280.0% | +179.4% |
| All | +128.3% | +756.0% | -627.7% | -60.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling