+15.0%
COPX vs XE
-36.4%
+51.4%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +8.1% | -4.0% | +2.5% |
| 7D | +5.8% | +4.0% | +1.7% | +4.9% |
| 30D | +7.2% | -15.5% | +22.7% | +10.2% |
| 3M | +16.5% | -14.6% | +31.1% | +17.4% |
| All | +15.0% | -36.4% | +51.4% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 6mo: compounded portfolio wealth divided by compounded XE 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…
6mo analysis · Full analysis span regression · Available span rolling