+72.2%
EQX vs COPX
+163.4%
-91.1%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | -3.2% | -2.3% | -0.9% | -1.5% |
| 30D | +7.8% | +0.3% | +7.5% | +7.6% |
| 3M | +21.3% | +6.8% | +14.5% | +15.0% |
| 6M | -22.4% | +7.9% | -30.4% | -27.5% |
| YTD | -11.3% | +23.7% | -35.1% | -26.4% |
| 1Y | +13.5% | +71.5% | -58.0% | -28.5% |
| 3Y | +162.1% | +149.1% | +13.0% | +15.3% |
| All | +72.2% | +163.4% | -91.1% | -30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling