+190.5%
COPX vs SUI
+741.4%
-550.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -4.0% | -2.8% | -1.2% | -2.7% |
| 30D | +4.5% | -1.2% | +5.7% | +5.0% |
| 3M | +0.8% | -1.7% | +2.6% | +0.9% |
| 6M | +3.2% | -10.5% | +13.7% | +7.8% |
| YTD | +26.7% | -1.8% | +28.6% | +26.4% |
| 1Y | +85.7% | -4.1% | +89.8% | +86.7% |
| 3Y | +151.2% | +11.3% | +139.9% | +128.1% |
| 5Y | +170.0% | -32.1% | +202.1% | +208.5% |
| 10Y | +572.9% | +110.4% | +462.5% | +286.1% |
| All | +190.5% | +741.4% | -550.8% | -49.2% |
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