+201.5%
COPX vs VSXY
+37.7%
+163.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.5% | +4.4% | +1.4% |
| 7D | +6.0% | -10.7% | +16.7% | +7.5% |
| 30D | +6.4% | -24.3% | +30.7% | +10.5% |
| 3M | +19.3% | +1.0% | +18.3% | +18.5% |
| 6M | +16.2% | +57.4% | -41.1% | +6.5% |
| YTD | +33.2% | +39.8% | -6.6% | +23.6% |
| 1Y | +90.2% | +196.5% | -106.2% | +57.6% |
| 3Y | +175.7% | +357.2% | -181.6% | +99.8% |
| 5Y | +193.1% | +18.9% | +174.2% | +145.3% |
| All | +201.5% | +37.7% | +163.8% | +152.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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