+303.5%
EWY vs COPX
+583.8%
-280.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.3% | +3.3% |
| 7D | -0.1% | -2.3% | +2.3% | +1.1% |
| 30D | +7.3% | +0.3% | +7.0% | +7.0% |
| 3M | -5.1% | +6.8% | -12.0% | -8.1% |
| 6M | +42.1% | +7.9% | +34.1% | +38.0% |
| YTD | +94.1% | +23.7% | +70.4% | +76.1% |
| 1Y | +147.8% | +71.5% | +76.3% | +91.3% |
| 3Y | +222.9% | +149.1% | +73.8% | +100.9% |
| 5Y | +150.6% | +167.3% | -16.7% | +45.3% |
| All | +303.5% | +583.8% | -280.3% | +34.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling