+139.6%
COPX vs TAP
-23.8%
+163.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.5% | -3.2% |
| 7D | +1.6% | -4.5% | +6.1% | +1.7% |
| 30D | -15.0% | +7.5% | -22.5% | -15.2% |
| 3M | -18.6% | -4.9% | -13.7% | -18.2% |
| 6M | -14.9% | -3.5% | -11.5% | -14.6% |
| YTD | +1.8% | -11.4% | +13.3% | +3.3% |
| 1Y | +19.7% | -10.8% | +30.5% | +21.1% |
| All | +139.6% | -23.8% | +163.4% | +144.5% |
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