+149.3%
COPX vs TRU
-2.2%
+151.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.1% | -6.9% | -7.0% |
| 7D | -2.9% | -9.4% | +6.5% | -0.9% |
| 30D | 0.0% | -4.1% | +4.1% | +0.8% |
| 3M | +14.8% | +13.6% | +1.2% | +10.4% |
| 6M | +7.0% | +3.6% | +3.5% | +5.0% |
| YTD | +23.8% | -9.8% | +33.7% | +24.9% |
| 1Y | +75.7% | -13.6% | +89.3% | +78.5% |
| All | +149.3% | -2.2% | +151.6% | +155.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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