+148.7%
EWY vs COPX
+163.4%
-14.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.9% |
| 3M | -5.1% | +6.8% | -12.0% | -8.3% |
| 6M | +42.1% | +7.9% | +34.1% | +37.6% |
| YTD | +94.1% | +23.7% | +70.4% | +76.8% |
| 1Y | +147.8% | +71.5% | +76.3% | +94.6% |
| 3Y | +222.9% | +149.1% | +73.8% | +107.1% |
| All | +148.7% | +163.4% | -14.6% | +49.3% |
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