+34.7%
EWZ vs COPX
+87.6%
-53.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.7% |
| 7D | -0.1% | +6.0% | -6.0% | -1.8% |
| 30D | +8.2% | +6.4% | +1.7% | +6.0% |
| 3M | +13.3% | +19.3% | -6.0% | +6.6% |
| 6M | +3.6% | +16.2% | -12.6% | -3.3% |
| YTD | +21.0% | +33.2% | -12.2% | +10.0% |
| 1Y | +34.7% | +90.2% | -55.6% | +17.0% |
| All | +34.7% | +87.6% | -53.0% | +17.0% |
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