+619.4%
COPX vs TAP
-51.4%
+670.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.9% | +1.2% |
| 7D | +6.0% | -5.1% | +11.1% | +7.6% |
| 30D | +6.4% | -8.4% | +14.9% | +9.2% |
| 3M | +19.3% | -3.9% | +23.2% | +19.8% |
| 6M | +16.2% | -14.4% | +30.6% | +20.9% |
| YTD | +33.2% | -14.7% | +47.9% | +38.1% |
| 1Y | +90.2% | -18.7% | +108.9% | +99.6% |
| 3Y | +175.7% | -32.6% | +208.3% | +204.1% |
| 5Y | +193.1% | -1.4% | +194.5% | +171.9% |
| 10Y | +619.4% | -50.4% | +669.8% | +621.4% |
| All | +619.4% | -51.4% | +670.8% | +621.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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