+67.6%
EWZ vs COPX
+186.1%
-118.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.1% | -2.1% | +0.4% |
| 7D | +5.6% | +5.8% | -0.2% | +3.3% |
| 30D | +9.3% | +7.2% | +2.0% | +6.2% |
| 3M | +15.7% | +16.5% | -0.8% | +8.1% |
| 6M | +7.4% | +18.4% | -11.0% | -1.6% |
| YTD | +22.7% | +31.9% | -9.2% | +6.7% |
| 1Y | +36.4% | +88.5% | -52.1% | +1.5% |
| 3Y | +50.4% | +173.1% | -122.7% | -8.7% |
| 5Y | +67.6% | +193.1% | -125.5% | -1.9% |
| All | +67.6% | +186.1% | -118.4% | -1.9% |
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