+20.0%
COPX vs WOLF
+37.9%
-17.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.3% | +3.8% | -1.5% |
| 7D | -2.8% | +4.4% | -7.2% | -3.5% |
| 30D | -14.3% | +1.0% | -15.4% | -14.9% |
| 3M | -19.0% | -21.2% | +2.2% | -17.3% |
| 6M | -24.4% | -60.3% | +35.9% | -16.7% |
| YTD | -3.2% | +42.6% | -45.9% | -12.8% |
| 1Y | +15.2% | +36.5% | -21.4% | +3.7% |
| All | +20.0% | +37.9% | -17.9% | +9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling