+204.5%
EFA vs COPX
+179.8%
+24.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.0% | +6.1% | +1.7% |
| 7D | -2.4% | -2.9% | +0.5% | -1.5% |
| 30D | -2.2% | 0.0% | -2.3% | -2.6% |
| 3M | +5.7% | +14.8% | -9.1% | -0.6% |
| 6M | +8.2% | +7.0% | +1.1% | +3.3% |
| YTD | +11.8% | +23.8% | -12.1% | -0.1% |
| 1Y | +18.3% | +75.7% | -57.4% | -8.2% |
| 3Y | +64.9% | +156.4% | -91.5% | +6.8% |
| 5Y | +52.4% | +167.6% | -115.2% | -6.1% |
| 10Y | +142.4% | +569.1% | -426.8% | -7.0% |
| All | +204.5% | +179.8% | +24.8% | +64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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