+167.6%
COPX vs VIG
+61.5%
+106.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.5% | -6.5% | -6.4% |
| 7D | -2.9% | -2.2% | -0.7% | 0.0% |
| 30D | 0.0% | -3.2% | +3.2% | +4.4% |
| 3M | +14.8% | +3.0% | +11.8% | +10.6% |
| 6M | +7.0% | +8.1% | -1.1% | -2.3% |
| YTD | +23.8% | +9.1% | +14.8% | +12.2% |
| 1Y | +75.7% | +12.6% | +63.1% | +53.8% |
| 3Y | +156.4% | +55.4% | +101.0% | +54.0% |
| 5Y | +167.6% | +62.8% | +104.8% | +50.9% |
| All | +167.6% | +61.5% | +106.1% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 5y: compounded portfolio wealth divided by compounded VIG 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…
5y analysis · Full analysis span regression · 6 months rolling