+135.3%
COPX vs TAP
+38.8%
+96.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | -1.5% | -8.0% | +6.5% | +1.6% |
| 30D | -14.0% | +4.1% | -18.0% | -15.8% |
| 3M | -17.1% | -4.4% | -12.8% | -16.6% |
| 6M | -15.9% | -1.9% | -13.9% | -17.0% |
| YTD | +2.6% | -12.1% | +14.7% | +5.0% |
| 1Y | +21.6% | -12.0% | +33.7% | +24.1% |
| 3Y | +142.7% | -25.0% | +167.7% | +158.1% |
| 5Y | +122.2% | -1.1% | +123.3% | +101.6% |
| 10Y | +338.8% | -47.6% | +386.4% | +406.4% |
| All | +135.3% | +38.8% | +96.5% | +7.7% |
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