+62.4%
EWY vs COPX
+31.7%
+30.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.0% | -5.9% | -5.0% |
| 7D | -8.3% | -3.0% | -5.4% | -6.2% |
| 30D | -20.5% | -13.6% | -6.9% | -11.0% |
| 3M | -11.1% | -11.2% | +0.1% | -3.2% |
| 6M | -7.0% | -2.4% | -4.6% | -4.0% |
| YTD | +56.5% | +4.2% | +52.3% | +61.7% |
| 1Y | +62.4% | +32.2% | +30.3% | +51.0% |
| All | +62.4% | +31.7% | +30.7% | +51.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling