+173.1%
COPX vs TAP
-31.5%
+204.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -4.1% | +8.2% | +4.4% |
| 7D | +5.8% | -2.3% | +8.1% | +5.9% |
| 30D | +7.2% | -9.4% | +16.6% | +8.0% |
| 3M | +16.5% | -0.8% | +17.3% | +16.2% |
| 6M | +18.4% | -14.7% | +33.2% | +20.7% |
| YTD | +31.9% | -13.9% | +45.9% | +33.9% |
| 1Y | +88.5% | -18.6% | +107.1% | +93.2% |
| 3Y | +173.1% | -32.0% | +205.1% | +190.6% |
| All | +173.1% | -31.5% | +204.6% | +190.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling