+324.8%
COPX vs TAP
-47.7%
+372.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.2% |
| 7D | +1.1% | -6.3% | +7.4% | +3.0% |
| 30D | -15.9% | +2.7% | -18.6% | -16.9% |
| 3M | -19.6% | -3.7% | -15.9% | -19.3% |
| 6M | -21.5% | -2.0% | -19.5% | -22.3% |
| YTD | -0.8% | -12.3% | +11.6% | +1.4% |
| 1Y | +15.2% | -10.1% | +25.2% | +16.4% |
| 3Y | +134.7% | -25.3% | +160.0% | +148.2% |
| 5Y | +111.3% | -1.9% | +113.2% | +95.9% |
| All | +324.8% | -47.7% | +372.4% | +328.2% |
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