+4.1%
EWZ vs COPX
+186.2%
-182.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.4% |
| 7D | +6.5% | -4.0% | +10.5% | +8.8% |
| 30D | +4.8% | +4.5% | +0.3% | +2.0% |
| 3M | +9.9% | +0.8% | +9.1% | +7.4% |
| 6M | +1.9% | +3.2% | -1.2% | -3.2% |
| YTD | +20.3% | +26.7% | -6.4% | +0.5% |
| 1Y | +35.6% | +85.7% | -50.1% | -10.0% |
| 3Y | +43.4% | +151.2% | -107.7% | -24.6% |
| 5Y | +55.9% | +170.0% | -114.0% | -25.4% |
| 10Y | +84.2% | +572.9% | -488.8% | -54.2% |
| All | +4.1% | +186.2% | -182.1% | -60.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling