+15.2%
COPX vs TAP
-13.1%
+28.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.3% |
| 7D | +1.1% | -6.3% | +7.4% | -0.1% |
| 30D | -15.9% | +2.7% | -18.6% | -15.0% |
| 3M | -19.6% | -3.7% | -15.9% | -19.3% |
| 6M | -21.5% | -2.0% | -19.5% | -20.5% |
| YTD | -0.8% | -12.3% | +11.6% | +2.8% |
| 1Y | +15.2% | -10.1% | +25.2% | +19.1% |
| All | +15.2% | -13.1% | +28.2% | +19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling