+213.2%
EWJ vs COPX
+200.8%
+12.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.3% |
| 7D | +1.0% | +6.0% | -5.0% | -0.8% |
| 30D | +1.0% | +6.4% | -5.4% | -1.0% |
| 3M | +7.2% | +19.3% | -12.1% | +1.3% |
| 6M | +13.9% | +16.2% | -2.4% | +7.6% |
| YTD | +20.8% | +33.2% | -12.4% | +9.0% |
| 1Y | +26.4% | +90.2% | -63.9% | +2.1% |
| 3Y | +71.8% | +175.7% | -103.9% | +21.6% |
| 5Y | +49.9% | +193.1% | -143.2% | +1.5% |
| 10Y | +140.0% | +619.4% | -479.4% | +15.7% |
| All | +213.2% | +200.8% | +12.4% | +86.6% |
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