+65.2%
COPX vs WOLF
+51.6%
+13.6%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.5% | +6.5% | +1.8% |
| 7D | +6.0% | +2.4% | +3.6% | +5.5% |
| 30D | +6.4% | -6.9% | +13.3% | +7.0% |
| 3M | +19.3% | -44.1% | +63.4% | +27.0% |
| 6M | +16.2% | +53.6% | -37.4% | +5.1% |
| YTD | +33.2% | +56.7% | -23.5% | +19.5% |
| All | +65.2% | +51.6% | +13.6% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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