+190.5%
COPX vs TAP
+41.6%
+148.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.5% | -0.6% |
| 7D | -4.0% | -2.3% | -1.7% | -3.1% |
| 30D | +4.5% | -2.1% | +6.7% | +5.2% |
| 3M | +0.8% | +6.6% | -5.8% | -2.8% |
| 6M | +3.2% | -11.5% | +14.7% | +6.9% |
| YTD | +26.7% | -10.3% | +37.0% | +29.9% |
| 1Y | +85.7% | -14.4% | +100.1% | +92.9% |
| 3Y | +151.2% | -28.3% | +179.4% | +174.9% |
| 5Y | +170.0% | +1.7% | +168.3% | +143.6% |
| 10Y | +572.9% | -49.2% | +622.1% | +698.3% |
| All | +190.5% | +41.6% | +148.9% | +33.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling